ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	171-24	171-26	0-02	0.0%	172-11
High	172-18	172-01	-0-17	-0.3%	172-30
Low	171-13	171-06	-0-07	-0.1%	171-06
Close	171-23	171-06	-0-17	-0.3%	171-06
Range	1-05	0-27	-0-10	-27.0%	1-24
ATR	1-09	1-08	-0-01	-2.4%	0-00
Volume	4,439	12,608	8,169	184.0%	36,296

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	174-00	173-14	171-21
R3	173-05	172-19	171-13
R2	172-10	172-10	171-11
R1	171-24	171-24	171-08	171-20
PP	171-15	171-15	171-15	171-13
S1	170-29	170-29	171-04	170-24
S2	170-20	170-20	171-01
S3	169-25	170-02	170-31
S4	168-30	169-07	170-23

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-01	175-27	172-05
R3	175-09	174-03	171-21
R2	173-17	173-17	171-16
R1	172-11	172-11	171-11	172-02
PP	171-25	171-25	171-25	171-20
S1	170-19	170-19	171-01	170-10
S2	170-01	170-01	170-28
S3	168-09	168-27	170-23
S4	166-17	167-03	170-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-30	171-06	1-24	1.0%	1-02	0.6%	0%	False	True	7,259
10	173-06	170-11	2-27	1.7%	1-01	0.6%	30%	False	False	5,423
20	174-09	170-09	4-00	2.3%	1-05	0.7%	23%	False	False	154,043
40	175-27	169-16	6-11	3.7%	1-14	0.8%	27%	False	False	279,579
60	177-12	169-16	7-28	4.6%	1-11	0.8%	21%	False	False	293,651
80	178-17	169-16	9-01	5.3%	1-11	0.8%	19%	False	False	299,256
100	181-17	169-16	12-01	7.0%	1-11	0.8%	14%	False	False	253,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	175-20
2.618	174-08
1.618	173-13
1.000	172-28
0.618	172-18
HIGH	172-01
0.618	171-23
0.500	171-20
0.382	171-16
LOW	171-06
0.618	170-21
1.000	170-11
1.618	169-26
2.618	168-31
4.250	167-19

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	171-20	171-28
PP	171-15	171-21
S1	171-11	171-13

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

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