ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	176-28	177-04	0-08	0.1%	176-02
High	177-09	177-06	-0-03	-0.1%	177-09
Low	176-20	176-19	-0-01	0.0%	175-30
Close	177-01	176-27	-0-06	-0.1%	177-01
Range	0-21	0-19	-0-02	-9.5%	1-11
ATR	1-06	1-04	-0-01	-3.5%	0-00
Volume	222,209	171,442	-50,767	-22.8%	1,317,721

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-21	178-11	177-05
R3	178-02	177-24	177-00
R2	177-15	177-15	176-30
R1	177-05	177-05	176-29	177-01
PP	176-28	176-28	176-28	176-26
S1	176-18	176-18	176-25	176-14
S2	176-09	176-09	176-24
S3	175-22	175-31	176-22
S4	175-03	175-12	176-17

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%	0-22	0.4%	67%	False	False	239,868
10	177-14	175-28	1-18	0.9%	0-29	0.5%	62%	False	False	260,624
20	178-17	174-06	4-11	2.5%	1-07	0.7%	61%	False	False	291,749
40	181-17	173-16	8-01	4.5%	1-10	0.7%	42%	False	False	203,361

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	179-23
2.618	178-24
1.618	178-05
1.000	177-25
0.618	177-18
HIGH	177-06
0.618	176-31
0.500	176-29
0.382	176-26
LOW	176-19
0.618	176-07
1.000	176-00
1.618	175-20
2.618	175-01
4.250	174-02

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	176-29	176-27
PP	176-28	176-27
S1	176-28	176-27

Download as Excel Spreadsheet

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

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