ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	174-31	175-13	0-14	0.3%	178-02
High	175-26	176-15	0-21	0.4%	178-13
Low	174-06	174-21	0-15	0.3%	173-16
Close	175-23	176-11	0-20	0.4%	174-25
Range	1-20	1-26	0-06	11.5%	4-29
ATR	1-12	1-13	0-01	2.2%	0-00
Volume	445,368	352,263	-93,105	-20.9%	2,101,342

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-08	180-20	177-11
R3	179-14	178-26	176-27
R2	177-20	177-20	176-22
R1	177-00	177-00	176-16	177-10
PP	175-26	175-26	175-26	176-00
S1	175-06	175-06	176-06	175-16
S2	174-00	174-00	176-00
S3	172-06	173-12	175-27
S4	170-12	171-18	175-11

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	177-14	173-16	3-30	2.2%	1-27	1.0%	72%	False	False	438,419
10	178-13	173-16	4-29	2.8%	1-17	0.9%	58%	False	False	305,276
20	181-17	173-16	8-01	4.6%	1-14	0.8%	35%	False	False	154,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	184-06
2.618	181-07
1.618	179-13
1.000	178-09
0.618	177-19
HIGH	176-15
0.618	175-25
0.500	175-18
0.382	175-11
LOW	174-21
0.618	173-17
1.000	172-27
1.618	171-23
2.618	169-29
4.250	166-31

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	176-03	175-29
PP	175-26	175-14
S1	175-18	175-00

Download as Excel Spreadsheet

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

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