ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	176-29	176-24	-0-05	-0.1%	176-21
High	177-02	177-23	0-21	0.4%	177-06
Low	176-15	176-16	0-01	0.0%	174-23
Close	176-25	176-23	-0-02	0.0%	175-12
Range	0-19	1-07	0-20	105.3%	2-15
ATR	0-31	0-31	0-01	1.9%	0-00
Volume	272	192	-80	-29.4%	82

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-20	179-29	177-12
R3	179-13	178-22	177-02
R2	178-06	178-06	176-30
R1	177-15	177-15	176-27	177-07
PP	176-31	176-31	176-31	176-28
S1	176-08	176-08	176-19	176-00
S2	175-24	175-24	176-16
S3	174-17	175-01	176-12
S4	173-10	173-26	176-02

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-05	181-24	176-23
R3	180-22	179-09	176-02
R2	178-07	178-07	175-26
R1	176-26	176-26	175-19	176-09
PP	175-24	175-24	175-24	175-16
S1	174-11	174-11	175-05	173-26
S2	173-09	173-09	174-30
S3	170-26	171-28	174-22
S4	168-11	169-13	174-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-23	174-23	3-00	1.7%	0-26	0.5%	67%	True	False	99
10	178-12	174-23	3-21	2.1%	1-04	0.6%	55%	False	False	58
20	178-29	174-23	4-06	2.4%	0-30	0.5%	48%	False	False	546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	182-29
2.618	180-29
1.618	179-22
1.000	178-30
0.618	178-15
HIGH	177-23
0.618	177-08
0.500	177-04
0.382	176-31
LOW	176-16
0.618	175-24
1.000	175-09
1.618	174-17
2.618	173-10
4.250	171-10

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	177-04	176-23
PP	176-31	176-22
S1	176-27	176-22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols