ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 178-09 177-17 -0-24 -0.4% 178-10
High 178-09 178-15 0-06 0.1% 178-27
Low 177-26 177-17 -0-09 -0.2% 177-17
Close 178-09 178-01 -0-08 -0.1% 177-17
Range 0-15 0-30 0-15 100.0% 1-10
ATR
Volume 4,289 5,970 1,681 39.2% 76
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 180-26 180-12 178-18
R3 179-28 179-14 178-09
R2 178-30 178-30 178-07
R1 178-16 178-16 178-04 178-23
PP 178-00 178-00 178-00 178-04
S1 177-18 177-18 177-30 177-25
S2 177-02 177-02 177-28
S3 176-04 176-20 177-25
S4 175-06 175-22 177-17
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-29 181-01 178-08
R3 180-19 179-23 177-29
R2 179-09 179-09 177-25
R1 178-13 178-13 177-21 178-06
PP 177-31 177-31 177-31 177-28
S1 177-03 177-03 177-13 176-28
S2 176-21 176-21 177-09
S3 175-11 175-25 177-05
S4 174-01 174-15 176-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-27 177-17 1-10 0.7% 0-24 0.4% 38% False True 2,057
10 178-27 177-17 1-10 0.7% 0-17 0.3% 38% False True 1,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 182-15
2.618 180-30
1.618 180-00
1.000 179-13
0.618 179-02
HIGH 178-15
0.618 178-04
0.500 178-00
0.382 177-28
LOW 177-17
0.618 176-30
1.000 176-19
1.618 176-00
2.618 175-02
4.250 173-18
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 178-01 178-05
PP 178-00 178-03
S1 178-00 178-02

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

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