ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	175-08	174-28	-0-12	-0.2%	175-25
High	175-08	175-01	-0-07	-0.1%	177-23
Low	174-24	173-25	-0-31	-0.6%	175-13
Close	174-27	174-13	-0-14	-0.3%	176-11
Range	0-16	1-08	0-24	150.0%	2-10
ATR	1-00	1-00	0-01	1.9%	0-00
Volume	136	245	109	80.1%	615

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-05	177-17	175-03
R3	176-29	176-09	174-24
R2	175-21	175-21	174-20
R1	175-01	175-01	174-17	174-23
PP	174-13	174-13	174-13	174-08
S1	173-25	173-25	174-09	173-15
S2	173-05	173-05	174-06
S3	171-29	172-17	174-02
S4	170-21	171-09	173-23

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-14	182-06	177-20
R3	181-04	179-28	176-31
R2	178-26	178-26	176-25
R1	177-18	177-18	176-18	178-06
PP	176-16	176-16	176-16	176-26
S1	175-08	175-08	176-04	175-28
S2	174-06	174-06	175-29
S3	171-28	172-30	175-23
S4	169-18	170-20	175-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-23	173-25	3-30	2.3%	0-31	0.6%	16%	False	True	222
10	177-23	173-25	3-30	2.3%	0-27	0.5%	16%	False	True	143
20	178-29	173-25	5-04	2.9%	0-31	0.6%	12%	False	True	79

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 10 trading days

Fibonacci Retracements and Extensions
4.250	180-11
2.618	178-10
1.618	177-02
1.000	176-09
0.618	175-26
HIGH	175-01
0.618	174-18
0.500	174-13
0.382	174-08
LOW	173-25
0.618	173-00
1.000	172-17
1.618	171-24
2.618	170-16
4.250	168-15

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	174-13	175-01
PP	174-13	174-26
S1	174-13	174-20

Download as Excel Spreadsheet

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

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