ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	174-28	173-19	-1-09	-0.7%	177-04
High	175-00	174-10	-0-22	-0.4%	177-12
Low	173-10	173-18	0-08	0.1%	175-08
Close	173-21	174-06	0-17	0.3%	175-29
Range	1-22	0-24	-0-30	-55.6%	2-04
ATR	1-10	1-09	-0-01	-3.1%	0-00
Volume	361,518	313,830	-47,688	-13.2%	1,724,712

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	176-09	175-31	174-19
R3	175-17	175-07	174-13
R2	174-25	174-25	174-10
R1	174-15	174-15	174-08	174-20
PP	174-01	174-01	174-01	174-03
S1	173-23	173-23	174-04	173-28
S2	173-09	173-09	174-02
S3	172-17	172-31	173-31
S4	171-25	172-07	173-25

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	177-00	173-10	3-22	2.1%	1-17	0.9%	24%	False	False	388,838
10	177-12	173-10	4-02	2.3%	1-08	0.7%	22%	False	False	348,469
20	177-14	173-10	4-04	2.4%	1-03	0.6%	21%	False	False	306,197
40	178-17	173-10	5-07	3.0%	1-10	0.8%	17%	False	False	280,026

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	177-16
2.618	176-09
1.618	175-17
1.000	175-02
0.618	174-25
HIGH	174-10
0.618	174-01
0.500	173-30
0.382	173-27
LOW	173-18
0.618	173-03
1.000	172-26
1.618	172-11
2.618	171-19
4.250	170-12

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	174-03	174-07
PP	174-01	174-06
S1	173-30	174-06

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

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