ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	176-07	175-22	-0-17	-0.3%	177-04
High	177-00	175-25	-1-07	-0.7%	177-12
Low	175-19	173-22	-1-29	-1.1%	175-08
Close	175-29	174-07	-1-22	-1.0%	175-29
Range	1-13	2-03	0-22	48.9%	2-04
ATR	1-06	1-08	0-02	6.3%	0-00
Volume	406,421	366,137	-40,284	-9.9%	1,724,712

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-27	179-20	175-12
R3	178-24	177-17	174-25
R2	176-21	176-21	174-19
R1	175-14	175-14	174-13	175-00
PP	174-18	174-18	174-18	174-11
S1	173-11	173-11	174-01	172-29
S2	172-15	172-15	173-27
S3	170-12	171-08	173-21
S4	168-09	169-05	173-02

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-18	181-11	177-02
R3	180-14	179-07	176-16
R2	178-10	178-10	176-09
R1	177-03	177-03	176-03	176-21
PP	176-06	176-06	176-06	175-30
S1	174-31	174-31	175-23	174-17
S2	174-02	174-02	175-17
S3	171-30	172-27	175-10
S4	169-26	170-23	174-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-12	173-22	3-22	2.1%	1-14	0.8%	14%	False	True	383,881
10	177-12	173-22	3-22	2.1%	1-02	0.6%	14%	False	True	311,875
20	177-14	173-22	3-24	2.2%	1-04	0.6%	14%	False	True	296,632
40	180-10	173-16	6-26	3.9%	1-10	0.8%	11%	False	False	251,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	184-22
2.618	181-08
1.618	179-05
1.000	177-28
0.618	177-02
HIGH	175-25
0.618	174-31
0.500	174-24
0.382	174-16
LOW	173-22
0.618	172-13
1.000	171-19
1.618	170-10
2.618	168-07
4.250	164-25

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	174-24	175-11
PP	174-18	174-31
S1	174-13	174-19

Download as Excel Spreadsheet

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

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