ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	176-02	176-20	0-18	0.3%	176-20
High	177-09	176-26	-0-15	-0.3%	177-14
Low	176-02	176-07	0-05	0.1%	175-28
Close	176-17	176-22	0-05	0.1%	176-00
Range	1-07	0-19	-0-20	-51.3%	1-18
ATR	1-11	1-09	-0-02	-4.0%	0-00
Volume	289,820	231,064	-58,756	-20.3%	1,308,649

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-11	178-04	177-00
R3	177-24	177-17	176-27
R2	177-05	177-05	176-25
R1	176-30	176-30	176-24	177-01
PP	176-18	176-18	176-18	176-20
S1	176-11	176-11	176-20	176-15
S2	175-31	175-31	176-19
S3	175-12	175-24	176-17
S4	174-25	175-05	176-12

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-04	180-04	176-28
R3	179-18	178-18	176-14
R2	178-00	178-00	176-09
R1	177-00	177-00	176-05	176-23
PP	176-14	176-14	176-14	176-10
S1	175-14	175-14	175-27	175-05
S2	174-28	174-28	175-23
S3	173-10	173-28	175-18
S4	171-24	172-10	175-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-14	175-28	1-18	0.9%	1-02	0.6%	52%	False	False	272,562
10	177-14	175-00	2-14	1.4%	1-02	0.6%	69%	False	False	270,790
20	178-17	173-16	5-01	2.8%	1-14	0.8%	63%	False	False	338,575
40	181-17	173-16	8-01	4.5%	1-11	0.8%	40%	False	False	179,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	179-11
2.618	178-12
1.618	177-25
1.000	177-13
0.618	177-06
HIGH	176-26
0.618	176-19
0.500	176-17
0.382	176-14
LOW	176-07
0.618	175-27
1.000	175-20
1.618	175-08
2.618	174-21
4.250	173-22

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	176-20	176-21
PP	176-18	176-20
S1	176-17	176-19

Download as Excel Spreadsheet

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

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