ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 171-24 171-26 0-02 0.0% 172-11
High 172-18 172-01 -0-17 -0.3% 172-30
Low 171-13 171-06 -0-07 -0.1% 171-06
Close 171-23 171-06 -0-17 -0.3% 171-06
Range 1-05 0-27 -0-10 -27.0% 1-24
ATR 1-09 1-08 -0-01 -2.4% 0-00
Volume 4,439 12,608 8,169 184.0% 36,296
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 174-00 173-14 171-21
R3 173-05 172-19 171-13
R2 172-10 172-10 171-11
R1 171-24 171-24 171-08 171-20
PP 171-15 171-15 171-15 171-13
S1 170-29 170-29 171-04 170-24
S2 170-20 170-20 171-01
S3 169-25 170-02 170-31
S4 168-30 169-07 170-23
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 177-01 175-27 172-05
R3 175-09 174-03 171-21
R2 173-17 173-17 171-16
R1 172-11 172-11 171-11 172-02
PP 171-25 171-25 171-25 171-20
S1 170-19 170-19 171-01 170-10
S2 170-01 170-01 170-28
S3 168-09 168-27 170-23
S4 166-17 167-03 170-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-30 171-06 1-24 1.0% 1-02 0.6% 0% False True 7,259
10 173-06 170-11 2-27 1.7% 1-01 0.6% 30% False False 5,423
20 174-09 170-09 4-00 2.3% 1-05 0.7% 23% False False 154,043
40 175-27 169-16 6-11 3.7% 1-14 0.8% 27% False False 279,579
60 177-12 169-16 7-28 4.6% 1-11 0.8% 21% False False 293,651
80 178-17 169-16 9-01 5.3% 1-11 0.8% 19% False False 299,256
100 181-17 169-16 12-01 7.0% 1-11 0.8% 14% False False 253,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 175-20
2.618 174-08
1.618 173-13
1.000 172-28
0.618 172-18
HIGH 172-01
0.618 171-23
0.500 171-20
0.382 171-16
LOW 171-06
0.618 170-21
1.000 170-11
1.618 169-26
2.618 168-31
4.250 167-19
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 171-20 171-28
PP 171-15 171-21
S1 171-11 171-13

These figures are updated between 7pm and 10pm EST after a trading day.

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