Which, if any, format do you consider preferable?
"10, 11, 12, ... 19, 20."
"Violet, Indigo, ... Orange, Red."
"10, 11, 12 ... 19, 20."
"Violet, Indigo ... Orange, Red."
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Although the popular style manual Kate Turabian's A Manual for Writers (a concise version of the Chicago Manual of Style) does not directly address your specific case, the proper usage can be deduced from similar examples. When word(s) within the middle of a sentence are omitted, three ellipsis dots should be used with a preceding space (e.g., a word . . . has been omitted). If an omission is made directly before the end of the sentence, the terminal punctuation mark remains; the ellipsis comes after the punctuation mark (e.g., Is there an omission? . . .). It also shows the following example: "We are fighting for truth; . . . for freedom . . . ; and . . . for survival". It appears that the punctuation of the sentence remains intact, with the ellipsis dots merely taking the place of the missing words. I assume that the example with semicolons could be extended to commas as well, as the semicolons are mid-sentence punctuation (and are occasionally used to separate a list or series of terms). Therefore, if eliding a list of colors, "Violet, . . . Indigo, Red" is more appropriate. I believe for the series of numerals, the proper mathematical notation would be "1, 2, 3, . . . , 19, 20", with a comma before and after the ellipsis. There is an entire chapter (ch. 14) on mathematical notation (including elided lists) in the full Chicago Manual of Style, 15th ed., but unfortunately I do not have a copy available for reference. If you need a reference for mathematics in type, then I suggest you look through that chapter. (The Chicago Manual of Style is available in the reference section of most libraries.)