ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	177-15	178-02	0-19	0.3%	176-04
High	178-07	178-13	0-06	0.1%	178-07
Low	177-08	177-17	0-09	0.2%	176-02
Close	177-30	177-25	-0-05	-0.1%	177-30
Range	0-31	0-28	-0-03	-9.7%	2-05
ATR	1-06	1-05	-0-01	-1.9%	0-00
Volume	87,572	196,540	108,968	124.4%	165,236

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-17	180-01	178-08
R3	179-21	179-05	178-01
R2	178-25	178-25	177-30
R1	178-09	178-09	177-28	178-03
PP	177-29	177-29	177-29	177-26
S1	177-13	177-13	177-22	177-07
S2	177-01	177-01	177-20
S3	176-05	176-17	177-17
S4	175-09	175-21	177-10

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-28	183-02	179-04
R3	181-23	180-29	178-17
R2	179-18	179-18	178-11
R1	178-24	178-24	178-04	179-05
PP	177-13	177-13	177-13	177-20
S1	176-19	176-19	177-24	177-00
S2	175-08	175-08	177-17
S3	173-03	174-14	177-11
S4	170-30	172-09	176-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-13	176-12	2-01	1.1%	1-02	0.6%	69%	True	False	71,524
10	179-20	175-28	3-24	2.1%	1-10	0.7%	51%	False	False	37,828
20	181-17	175-28	5-21	3.2%	1-07	0.7%	34%	False	False	20,484

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	182-04
2.618	180-22
1.618	179-26
1.000	179-09
0.618	178-30
HIGH	178-13
0.618	178-02
0.500	177-31
0.382	177-28
LOW	177-17
0.618	177-00
1.000	176-21
1.618	176-04
2.618	175-08
4.250	173-26

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	177-31	177-22
PP	177-29	177-20
S1	177-27	177-17

Download as Excel Spreadsheet

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

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