ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	177-08	176-21	-0-19	-0.3%	178-13
High	178-12	177-06	-1-06	-0.7%	178-29
Low	177-05	175-03	-2-02	-1.2%	176-26
Close	177-12	175-18	-1-26	-1.0%	177-12
Range	1-07	2-03	0-28	71.8%	2-03
ATR	0-29	1-00	0-03	10.8%	0-00
Volume	25	8	-17	-68.0%	86

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-07	181-00	176-23
R3	180-04	178-29	176-04
R2	178-01	178-01	175-30
R1	176-26	176-26	175-24	176-12
PP	175-30	175-30	175-30	175-24
S1	174-23	174-23	175-12	174-09
S2	173-27	173-27	175-06
S3	171-24	172-20	175-00
S4	169-21	170-17	174-13

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-31	182-25	178-17
R3	181-28	180-22	177-30
R2	179-25	179-25	177-24
R1	178-19	178-19	177-18	178-05
PP	177-22	177-22	177-22	177-15
S1	176-16	176-16	177-06	176-01
S2	175-19	175-19	177-00
S3	173-16	174-13	176-26
S4	171-13	172-10	176-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-29	175-03	3-26	2.2%	1-09	0.7%	12%	False	True	18
10	178-29	175-03	3-26	2.2%	0-30	0.5%	12%	False	True	1,037
20	178-29	175-03	3-26	2.2%	0-23	0.4%	12%	False	True	526

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	0-04
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	186-03
2.618	182-21
1.618	180-18
1.000	179-09
0.618	178-15
HIGH	177-06
0.618	176-12
0.500	176-05
0.382	175-29
LOW	175-03
0.618	173-26
1.000	173-00
1.618	171-23
2.618	169-20
4.250	166-06

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	176-05	176-24
PP	175-30	176-11
S1	175-24	175-31

Download as Excel Spreadsheet

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

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