ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	177-03	176-03	-1-00	-0.6%	176-02
High	177-09	176-18	-0-23	-0.4%	177-09
Low	175-14	175-08	-0-06	-0.1%	175-30
Close	176-09	176-11	0-02	0.0%	177-01
Range	1-27	1-10	-0-17	-28.8%	1-11
ATR	1-05	1-05	0-00	1.0%	0-00
Volume	528,478	391,877	-136,601	-25.8%	1,317,721

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-00	179-15	177-02
R3	178-22	178-05	176-23
R2	177-12	177-12	176-19
R1	176-27	176-27	176-15	177-04
PP	176-02	176-02	176-02	176-06
S1	175-17	175-17	176-07	175-26
S2	174-24	174-24	176-03
S3	173-14	174-07	175-31
S4	172-04	172-29	175-20

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	175-08	2-04	1.2%	1-00	0.6%	51%	False	True	308,100
10	177-12	175-08	2-04	1.2%	0-30	0.5%	51%	False	True	286,378
20	178-17	175-00	3-17	2.0%	1-05	0.7%	38%	False	False	293,816
40	181-17	173-16	8-01	4.6%	1-10	0.7%	35%	False	False	231,732

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-04
2.618	180-00
1.618	178-22
1.000	177-28
0.618	177-12
HIGH	176-18
0.618	176-02
0.500	175-29
0.382	175-24
LOW	175-08
0.618	174-14
1.000	173-30
1.618	173-04
2.618	171-26
4.250	169-22

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	176-06	176-11
PP	176-02	176-10
S1	175-29	176-10

Download as Excel Spreadsheet

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

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