ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 178-26 178-22 -0-04 -0.1% 178-03
High 178-29 178-26 -0-03 -0.1% 178-27
Low 178-26 177-00 -1-26 -1.0% 177-17
Close 178-26 177-26 -1-00 -0.6% 178-20
Range 0-03 1-26 1-23 1,832.3% 1-10
ATR 0-25 0-27 0-02 9.4% 0-00
Volume 7 51 44 628.6% 10,283
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 183-10 182-12 178-26
R3 181-16 180-18 178-10
R2 179-22 179-22 178-05
R1 178-24 178-24 177-31 178-10
PP 177-28 177-28 177-28 177-21
S1 176-30 176-30 177-21 176-16
S2 176-02 176-02 177-15
S3 174-08 175-04 177-10
S4 172-14 173-10 176-26
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 182-09 181-24 179-11
R3 180-31 180-14 179-00
R2 179-21 179-21 178-28
R1 179-04 179-04 178-24 179-13
PP 178-11 178-11 178-11 178-15
S1 177-26 177-26 178-16 178-03
S2 177-01 177-01 178-12
S3 175-23 176-16 178-08
S4 174-13 175-06 177-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-29 177-00 1-29 1.1% 0-23 0.4% 43% False True 16
10 178-29 177-00 1-29 1.1% 0-23 0.4% 43% False True 1,036
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 0-03
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 186-16
2.618 183-18
1.618 181-24
1.000 180-20
0.618 179-30
HIGH 178-26
0.618 178-04
0.500 177-29
0.382 177-22
LOW 177-00
0.618 175-28
1.000 175-06
1.618 174-02
2.618 172-08
4.250 169-10
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 177-29 177-31
PP 177-28 177-29
S1 177-27 177-28

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

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