ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	177-04	177-02	-0-02	0.0%	176-02
High	177-06	177-12	0-06	0.1%	177-09
Low	176-19	176-27	0-08	0.1%	175-30
Close	176-27	177-07	0-12	0.2%	177-01
Range	0-19	0-17	-0-02	-10.5%	1-11
ATR	1-04	1-03	-0-01	-3.8%	0-00
Volume	171,442	226,494	55,052	32.1%	1,317,721

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-24	178-16	177-16
R3	178-07	177-31	177-12
R2	177-22	177-22	177-10
R1	177-14	177-14	177-09	177-18
PP	177-05	177-05	177-05	177-07
S1	176-29	176-29	177-05	177-01
S2	176-20	176-20	177-04
S3	176-03	176-12	177-02
S4	175-18	175-27	176-30

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	177-12	175-30	1-14	0.8%	0-22	0.4%	89%	True	False	238,954
10	177-14	175-28	1-18	0.9%	0-28	0.5%	86%	False	False	255,758
20	178-17	174-21	3-28	2.2%	1-05	0.7%	66%	False	False	280,805
40	181-17	173-16	8-01	4.5%	1-09	0.7%	46%	False	False	208,758

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	179-20
2.618	178-25
1.618	178-08
1.000	177-29
0.618	177-23
HIGH	177-12
0.618	177-06
0.500	177-04
0.382	177-01
LOW	176-27
0.618	176-16
1.000	176-10
1.618	175-31
2.618	175-14
4.250	174-19

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	177-06	177-05
PP	177-05	177-02
S1	177-04	177-00

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

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