ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 174-03 175-08 1-05 0.7% 173-14
High 175-08 175-21 0-13 0.2% 175-21
Low 174-03 174-27 0-24 0.4% 172-16
Close 174-18 175-14 0-28 0.5% 175-14
Range 1-05 0-26 -0-11 -29.7% 3-05
ATR 1-18 1-17 -0-01 -2.2% 0-00
Volume 106,023 216,550 110,527 104.2% 400,414
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 177-24 177-13 175-28
R3 176-30 176-19 175-21
R2 176-04 176-04 175-19
R1 175-25 175-25 175-16 175-31
PP 175-10 175-10 175-10 175-13
S1 174-31 174-31 175-12 175-05
S2 174-16 174-16 175-09
S3 173-22 174-05 175-07
S4 172-28 173-11 175-00
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 184-00 182-28 177-06
R3 180-27 179-23 176-10
R2 177-22 177-22 176-01
R1 176-18 176-18 175-23 177-04
PP 174-17 174-17 174-17 174-26
S1 173-13 173-13 175-05 173-31
S2 171-12 171-12 174-27
S3 168-07 170-08 174-18
S4 165-02 167-03 173-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-21 172-16 3-05 1.8% 1-07 0.7% 93% True False 80,082
10 175-21 170-20 5-01 2.9% 1-19 0.9% 96% True False 42,905
20 177-07 170-20 6-19 3.8% 1-22 1.0% 73% False False 22,504
40 178-29 170-20 8-09 4.7% 1-12 0.8% 58% False False 11,383
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 179-04
2.618 177-25
1.618 176-31
1.000 176-15
0.618 176-05
HIGH 175-21
0.618 175-11
0.500 175-08
0.382 175-05
LOW 174-27
0.618 174-11
1.000 174-01
1.618 173-17
2.618 172-23
4.250 171-13
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 175-12 175-05
PP 175-10 174-27
S1 175-08 174-18

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

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