ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	175-13	176-16	1-03	0.6%	174-31
High	176-31	177-00	0-01	0.0%	178-17
Low	175-04	175-17	0-13	0.2%	174-06
Close	176-09	175-23	-0-18	-0.3%	175-12
Range	1-27	1-15	-0-12	-20.3%	4-11
ATR	1-18	1-17	0-00	-0.4%	0-00
Volume	337,071	302,630	-34,441	-10.2%	1,821,732

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-16	179-18	176-17
R3	179-01	178-03	176-04
R2	177-18	177-18	176-00
R1	176-20	176-20	175-27	176-12
PP	176-03	176-03	176-03	175-30
S1	175-05	175-05	175-19	174-29
S2	174-20	174-20	175-14
S3	173-05	173-22	175-10
S4	171-22	172-07	174-29

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	189-02	186-18	177-24
R3	184-23	182-07	176-18
R2	180-12	180-12	176-05
R1	177-28	177-28	175-25	179-04
PP	176-01	176-01	176-01	176-21
S1	173-17	173-17	174-31	174-25
S2	171-22	171-22	174-19
S3	167-11	169-06	174-06
S4	163-00	164-27	173-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-17	175-04	3-13	1.9%	1-26	1.0%	17%	False	False	332,760
10	178-17	173-16	5-01	2.9%	1-26	1.0%	44%	False	False	385,590
20	178-17	173-16	5-01	2.9%	1-17	0.9%	44%	False	False	237,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-17
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	183-08
2.618	180-27
1.618	179-12
1.000	178-15
0.618	177-29
HIGH	177-00
0.618	176-14
0.500	176-09
0.382	176-03
LOW	175-17
0.618	174-20
1.000	174-02
1.618	173-05
2.618	171-22
4.250	169-09

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	176-09	176-14
PP	176-03	176-06
S1	175-29	175-31

Download as Excel Spreadsheet

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

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