ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	174-28	174-18	-0-10	-0.2%	175-25
High	175-01	174-24	-0-09	-0.2%	177-23
Low	173-25	173-02	-0-23	-0.4%	175-13
Close	174-13	173-20	-0-25	-0.4%	176-11
Range	1-08	1-22	0-14	35.0%	2-10
ATR	1-00	1-02	0-02	4.8%	0-00
Volume	245	3,158	2,913	1,189.0%	615

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-28	177-30	174-18
R3	177-06	176-08	174-03
R2	175-16	175-16	173-30
R1	174-18	174-18	173-25	174-06
PP	173-26	173-26	173-26	173-20
S1	172-28	172-28	173-15	172-16
S2	172-04	172-04	173-10
S3	170-14	171-06	173-05
S4	168-24	169-16	172-22

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	176-30	173-02	3-28	2.2%	1-02	0.6%	15%	False	True	815
10	177-23	173-02	4-21	2.7%	0-30	0.5%	12%	False	True	457
20	178-29	173-02	5-27	3.4%	1-01	0.6%	10%	False	True	236

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 13 trading days

Fibonacci Retracements and Extensions
4.250	181-30
2.618	179-05
1.618	177-15
1.000	176-14
0.618	175-25
HIGH	174-24
0.618	174-03
0.500	173-29
0.382	173-23
LOW	173-02
0.618	172-01
1.000	171-12
1.618	170-11
2.618	168-21
4.250	165-28

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	173-29	174-05
PP	173-26	173-31
S1	173-23	173-26

Download as Excel Spreadsheet

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

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