ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	176-20	176-19	-0-01	0.0%	175-13
High	177-02	176-24	-0-10	-0.2%	177-00
Low	176-10	176-03	-0-07	-0.1%	175-00
Close	176-22	176-16	-0-06	-0.1%	176-19
Range	0-24	0-21	-0-03	-12.5%	2-00
ATR	1-14	1-12	-0-02	-3.9%	0-00
Volume	191,563	275,159	83,596	43.6%	1,215,440

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-13	178-04	176-28
R3	177-24	177-15	176-22
R2	177-03	177-03	176-20
R1	176-26	176-26	176-18	176-20
PP	176-14	176-14	176-14	176-12
S1	176-05	176-05	176-14	175-31
S2	175-25	175-25	176-12
S3	175-04	175-16	176-10
S4	174-15	174-27	176-04

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-06	181-13	177-22
R3	180-06	179-13	177-05
R2	178-06	178-06	176-31
R1	177-13	177-13	176-25	177-26
PP	176-06	176-06	176-06	176-13
S1	175-13	175-13	176-13	175-26
S2	174-06	174-06	176-07
S3	172-06	173-13	176-01
S4	170-06	171-13	175-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-02	175-00	2-02	1.2%	1-01	0.6%	73%	False	False	269,018
10	178-17	174-21	3-28	2.2%	1-15	0.8%	48%	False	False	305,852
20	178-17	173-16	5-01	2.9%	1-14	0.8%	60%	False	False	288,315

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	179-17
2.618	178-15
1.618	177-26
1.000	177-13
0.618	177-05
HIGH	176-24
0.618	176-16
0.500	176-14
0.382	176-11
LOW	176-03
0.618	175-22
1.000	175-14
1.618	175-01
2.618	174-12
4.250	173-10

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	176-15	176-15
PP	176-14	176-15
S1	176-14	176-14

Download as Excel Spreadsheet

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

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