ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	176-10	176-02	-0-08	-0.1%	176-20
High	176-28	177-09	0-13	0.2%	177-14
Low	175-29	176-02	0-05	0.1%	175-28
Close	176-00	176-17	0-17	0.3%	176-00
Range	0-31	1-07	0-08	25.8%	1-18
ATR	1-11	1-11	0-00	-0.3%	0-00
Volume	227,772	289,820	62,048	27.2%	1,308,649

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-09	179-20	177-06
R3	179-02	178-13	176-28
R2	177-27	177-27	176-24
R1	177-06	177-06	176-21	177-17
PP	176-20	176-20	176-20	176-25
S1	175-31	175-31	176-13	176-10
S2	175-13	175-13	176-10
S3	174-06	174-24	176-06
S4	172-31	173-17	175-28

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-04	180-04	176-28
R3	179-18	178-18	176-14
R2	178-00	178-00	176-09
R1	177-00	177-00	176-05	176-23
PP	176-14	176-14	176-14	176-10
S1	175-14	175-14	175-27	175-05
S2	174-28	174-28	175-23
S3	173-10	173-28	175-18
S4	171-24	172-10	175-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-14	175-28	1-18	0.9%	1-03	0.6%	42%	False	False	281,381
10	177-14	175-00	2-14	1.4%	1-06	0.7%	63%	False	False	281,390
20	178-17	173-16	5-01	2.9%	1-15	0.8%	60%	False	False	336,849
40	181-17	173-16	8-01	4.5%	1-11	0.8%	38%	False	False	173,758

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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-15
2.618	180-15
1.618	179-08
1.000	178-16
0.618	178-01
HIGH	177-09
0.618	176-26
0.500	176-22
0.382	176-17
LOW	176-02
0.618	175-10
1.000	174-27
1.618	174-03
2.618	172-28
4.250	170-28

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	176-22	176-22
PP	176-20	176-20
S1	176-19	176-19

Download as Excel Spreadsheet

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

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