ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 174-15 173-22 -0-25 -0.4% 174-03
High 174-27 174-15 -0-12 -0.2% 176-08
Low 173-09 173-07 -0-02 0.0% 173-09
Close 173-23 174-01 0-10 0.2% 173-23
Range 1-18 1-08 -0-10 -20.0% 2-31
ATR 1-05 1-05 0-00 0.7% 0-00
Volume 1,050 1,680 630 60.0% 5,734
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 177-21 177-03 174-23
R3 176-13 175-27 174-12
R2 175-05 175-05 174-08
R1 174-19 174-19 174-05 174-28
PP 173-29 173-29 173-29 174-02
S1 173-11 173-11 173-29 173-20
S2 172-21 172-21 173-26
S3 171-13 172-03 173-22
S4 170-05 170-27 173-11
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 183-10 181-16 175-11
R3 180-11 178-17 174-17
R2 177-12 177-12 174-08
R1 175-18 175-18 174-00 175-00
PP 174-13 174-13 174-13 174-04
S1 172-19 172-19 173-14 172-01
S2 171-14 171-14 173-06
S3 168-15 169-20 172-29
S4 165-16 166-21 172-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176-08 173-07 3-01 1.7% 1-10 0.7% 27% False True 1,352
10 176-08 172-30 3-10 1.9% 1-07 0.7% 33% False False 1,149
20 177-23 172-30 4-25 2.7% 1-03 0.6% 23% False False 628
40 178-29 172-30 5-31 3.4% 0-29 0.5% 18% False False 577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-25
2.618 177-24
1.618 176-16
1.000 175-23
0.618 175-08
HIGH 174-15
0.618 174-00
0.500 173-27
0.382 173-22
LOW 173-07
0.618 172-14
1.000 171-31
1.618 171-06
2.618 169-30
4.250 167-29
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 173-31 174-16
PP 173-29 174-11
S1 173-27 174-06

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

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