ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	174-03	174-12	0-09	0.2%	175-22
High	174-14	175-08	0-26	0.5%	175-25
Low	174-00	174-08	0-08	0.1%	173-10
Close	174-12	175-06	0-26	0.5%	174-01
Range	0-14	1-00	0-18	128.6%	2-15
ATR	1-06	1-06	0-00	-1.2%	0-00
Volume	63,664	271,313	207,649	326.2%	1,851,837

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-29	177-17	175-24
R3	176-29	176-17	175-15
R2	175-29	175-29	175-12
R1	175-17	175-17	175-09	175-23
PP	174-29	174-29	174-29	175-00
S1	174-17	174-17	175-03	174-23
S2	173-29	173-29	175-00
S3	172-29	173-17	174-29
S4	171-29	172-17	174-20

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-25	180-12	175-12
R3	179-10	177-29	174-23
R2	176-27	176-27	174-15
R1	175-14	175-14	174-08	174-29
PP	174-12	174-12	174-12	174-04
S1	172-31	172-31	173-26	172-14
S2	171-29	171-29	173-19
S3	169-14	170-16	173-11
S4	166-31	168-01	172-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-08	173-10	1-30	1.1%	0-31	0.6%	97%	True	False	264,878
10	177-09	173-10	3-31	2.3%	1-11	0.8%	47%	False	False	351,359
20	177-14	173-10	4-04	2.4%	1-03	0.6%	45%	False	False	303,558
40	178-17	173-10	5-07	3.0%	1-09	0.7%	36%	False	False	295,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	179-16
2.618	177-28
1.618	176-28
1.000	176-08
0.618	175-28
HIGH	175-08
0.618	174-28
0.500	174-24
0.382	174-20
LOW	174-08
0.618	173-20
1.000	173-08
1.618	172-20
2.618	171-20
4.250	170-00

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	175-01	174-29
PP	174-29	174-19
S1	174-24	174-10

Download as Excel Spreadsheet

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

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