ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	176-25	176-13	-0-12	-0.2%	176-04
High	176-25	177-14	0-21	0.4%	178-07
Low	175-23	174-15	-1-08	-0.7%	176-02
Close	176-16	174-24	-1-24	-1.0%	177-30
Range	1-02	2-31	1-29	179.4%	2-05
ATR	1-07	1-11	0-04	10.4%	0-00
Volume	514,347	554,929	40,582	7.9%	165,236

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-15	182-18	176-12
R3	181-16	179-19	175-18
R2	178-17	178-17	175-09
R1	176-20	176-20	175-01	176-03
PP	175-18	175-18	175-18	175-09
S1	173-21	173-21	174-15	173-04
S2	172-19	172-19	174-07
S3	169-20	170-22	173-30
S4	166-21	167-23	173-04

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	174-15	3-30	2.3%	1-16	0.9%	7%	False	True	372,744
10	178-13	174-15	3-30	2.3%	1-09	0.7%	7%	False	True	194,513
20	181-17	174-15	7-02	4.0%	1-11	0.8%	4%	False	True	98,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	190-02
2.618	185-07
1.618	182-08
1.000	180-13
0.618	179-09
HIGH	177-14
0.618	176-10
0.500	175-31
0.382	175-19
LOW	174-15
0.618	172-20
1.000	171-16
1.618	169-21
2.618	166-22
4.250	161-27

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	175-31	176-02
PP	175-18	175-20
S1	175-05	175-06

Download as Excel Spreadsheet

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

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