ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	176-13	174-15	-1-30	-1.1%	178-02
High	177-14	175-08	-2-06	-1.2%	178-13
Low	174-15	173-16	-0-31	-0.6%	173-16
Close	174-24	174-25	0-01	0.0%	174-25
Range	2-31	1-24	-1-07	-41.1%	4-29
ATR	1-11	1-12	0-01	2.2%	0-00
Volume	554,929	325,191	-229,738	-41.4%	2,101,342

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	179-24	179-01	175-24
R3	178-00	177-09	175-08
R2	176-08	176-08	175-03
R1	175-17	175-17	174-30	175-29
PP	174-16	174-16	174-16	174-22
S1	173-25	173-25	174-20	174-05
S2	172-24	172-24	174-15
S3	171-00	172-01	174-10
S4	169-08	170-09	173-26

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	190-09	187-14	177-15
R3	185-12	182-17	176-04
R2	180-15	180-15	175-22
R1	177-20	177-20	175-07	176-19
PP	175-18	175-18	175-18	175-02
S1	172-23	172-23	174-11	171-22
S2	170-21	170-21	173-28
S3	165-24	167-26	173-14
S4	160-27	162-29	172-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-13	173-16	4-29	2.8%	1-21	1.0%	26%	False	True	420,268
10	178-13	173-16	4-29	2.8%	1-12	0.8%	26%	False	True	226,657
20	181-17	173-16	8-01	4.6%	1-12	0.8%	16%	False	True	114,972

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-22
2.618	179-27
1.618	178-03
1.000	177-00
0.618	176-11
HIGH	175-08
0.618	174-19
0.500	174-12
0.382	174-05
LOW	173-16
0.618	172-13
1.000	171-24
1.618	170-21
2.618	168-29
4.250	166-02

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	174-21	175-15
PP	174-16	175-08
S1	174-12	175-00

Download as Excel Spreadsheet

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

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