ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	176-19	176-28	0-09	0.2%	176-02
High	177-00	177-09	0-09	0.2%	177-09
Low	176-12	176-20	0-08	0.1%	175-30
Close	176-31	177-01	0-02	0.0%	177-01
Range	0-20	0-21	0-01	5.0%	1-11
ATR	1-07	1-06	-0-01	-3.3%	0-00
Volume	299,945	222,209	-77,736	-25.9%	1,317,721

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-30	178-21	177-13
R3	178-09	178-00	177-07
R2	177-20	177-20	177-05
R1	177-11	177-11	177-03	177-16
PP	176-31	176-31	176-31	177-02
S1	176-22	176-22	176-31	176-27
S2	176-10	176-10	176-29
S3	175-21	176-01	176-27
S4	175-00	175-12	176-21

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-25	180-08	177-25
R3	179-14	178-29	177-13
R2	178-03	178-03	177-09
R1	177-18	177-18	177-05	177-27
PP	176-24	176-24	176-24	176-28
S1	176-07	176-07	176-29	176-16
S2	175-13	175-13	176-25
S3	174-02	174-28	176-21
S4	172-23	173-17	176-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-09	175-30	1-11	0.8%	0-26	0.5%	81%	True	False	263,544
10	177-14	175-28	1-18	0.9%	0-29	0.5%	74%	False	False	262,637
20	178-17	173-16	5-01	2.8%	1-09	0.7%	70%	False	False	299,436
40	181-17	173-16	8-01	4.5%	1-10	0.7%	44%	False	False	199,096

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	180-02
2.618	179-00
1.618	178-11
1.000	177-30
0.618	177-22
HIGH	177-09
0.618	177-01
0.500	176-31
0.382	176-28
LOW	176-20
0.618	176-07
1.000	175-31
1.618	175-18
2.618	174-29
4.250	173-27

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	177-00	176-29
PP	176-31	176-24
S1	176-31	176-20

Download as Excel Spreadsheet

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

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