ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 172-20 173-18 0-30 0.5% 171-17
High 173-20 174-09 0-21 0.4% 174-09
Low 172-17 173-11 0-26 0.5% 171-06
Close 173-15 173-21 0-06 0.1% 173-21
Range 1-03 0-30 -0-05 -14.3% 3-03
ATR 1-14 1-13 -0-01 -2.5% 0-00
Volume 357,122 297,776 -59,346 -16.6% 1,538,980
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-18 176-02 174-06
R3 175-20 175-04 173-29
R2 174-22 174-22 173-27
R1 174-06 174-06 173-24 174-14
PP 173-24 173-24 173-24 173-29
S1 173-08 173-08 173-18 173-16
S2 172-26 172-26 173-16
S3 171-28 172-10 173-13
S4 170-30 171-12 173-05
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 182-10 181-03 175-11
R3 179-07 178-00 174-16
R2 176-04 176-04 174-07
R1 174-29 174-29 173-30 175-17
PP 173-01 173-01 173-01 173-11
S1 171-26 171-26 173-12 172-14
S2 169-30 169-30 173-03
S3 166-27 168-23 172-26
S4 163-24 165-20 171-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 171-06 3-03 1.8% 1-04 0.7% 80% True False 307,796
10 175-10 171-04 4-06 2.4% 1-13 0.8% 60% False False 362,565
20 175-21 171-04 4-17 2.6% 1-09 0.7% 56% False False 296,235
40 177-07 170-20 6-19 3.8% 1-15 0.8% 46% False False 149,313
60 178-29 170-20 8-09 4.8% 1-09 0.7% 37% False False 99,724
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-09
2.618 176-24
1.618 175-26
1.000 175-07
0.618 174-28
HIGH 174-09
0.618 173-30
0.500 173-26
0.382 173-22
LOW 173-11
0.618 172-24
1.000 172-13
1.618 171-26
2.618 170-28
4.250 169-12
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 173-26 173-15
PP 173-24 173-09
S1 173-23 173-04

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

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