ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	175-22	174-15	-1-07	-0.7%	174-03
High	175-24	174-27	-0-29	-0.5%	176-08
Low	173-31	173-09	-0-22	-0.4%	173-09
Close	174-04	173-23	-0-13	-0.2%	173-23
Range	1-25	1-18	-0-07	-12.3%	2-31
ATR	1-04	1-05	0-01	2.9%	0-00
Volume	830	1,050	220	26.5%	5,734

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-20	177-24	174-19
R3	177-02	176-06	174-05
R2	175-16	175-16	174-00
R1	174-20	174-20	173-28	174-09
PP	173-30	173-30	173-30	173-25
S1	173-02	173-02	173-18	172-23
S2	172-12	172-12	173-14
S3	170-26	171-16	173-09
S4	169-08	169-30	172-28

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-10	181-16	175-11
R3	180-11	178-17	174-17
R2	177-12	177-12	174-08
R1	175-18	175-18	174-00	175-00
PP	174-13	174-13	174-13	174-04
S1	172-19	172-19	173-14	172-01
S2	171-14	171-14	173-06
S3	168-15	169-20	172-29
S4	165-16	166-21	172-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	176-08	173-09	2-31	1.7%	1-09	0.7%	15%	False	True	1,146
10	176-08	172-30	3-10	1.9%	1-05	0.7%	24%	False	False	1,020
20	177-23	172-30	4-25	2.8%	1-04	0.7%	16%	False	False	545

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	181-16
2.618	178-30
1.618	177-12
1.000	176-13
0.618	175-26
HIGH	174-27
0.618	174-08
0.500	174-02
0.382	173-28
LOW	173-09
0.618	172-10
1.000	171-23
1.618	170-24
2.618	169-06
4.250	166-21

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	174-02	174-25
PP	173-30	174-13
S1	173-27	174-02

Download as Excel Spreadsheet

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

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