ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	176-21	175-10	-1-11	-0.8%	178-13
High	177-06	176-11	-0-27	-0.5%	178-29
Low	175-03	174-24	-0-11	-0.2%	176-26
Close	175-18	176-01	0-15	0.3%	177-12
Range	2-03	1-19	-0-16	-23.9%	2-03
ATR	1-00	1-02	0-01	4.2%	0-00
Volume	8	11	3	37.5%	86

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-16	179-27	176-29
R3	178-29	178-08	176-15
R2	177-10	177-10	176-10
R1	176-21	176-21	176-06	177-00
PP	175-23	175-23	175-23	175-28
S1	175-02	175-02	175-28	175-13
S2	174-04	174-04	175-24
S3	172-17	173-15	175-19
S4	170-30	171-28	175-05

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	178-26	174-24	4-02	2.3%	1-19	0.9%	32%	False	True	19
10	178-29	174-24	4-05	2.4%	1-02	0.6%	31%	False	True	609
20	178-29	174-24	4-05	2.4%	0-25	0.4%	31%	False	True	525

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	183-04
2.618	180-17
1.618	178-30
1.000	177-30
0.618	177-11
HIGH	176-11
0.618	175-24
0.500	175-18
0.382	175-11
LOW	174-24
0.618	173-24
1.000	173-05
1.618	172-05
2.618	170-18
4.250	167-31

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	175-28	176-18
PP	175-23	176-12
S1	175-18	176-07

Download as Excel Spreadsheet

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

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