ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 176-20 176-16 -0-04 -0.1% 176-20
High 176-26 176-31 0-05 0.1% 177-14
Low 176-07 175-30 -0-09 -0.2% 175-28
Close 176-22 176-15 -0-07 -0.1% 176-00
Range 0-19 1-01 0-14 73.7% 1-18
ATR 1-09 1-09 -0-01 -1.4% 0-00
Volume 231,064 261,128 30,064 13.0% 1,308,649
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 179-18 179-01 177-01
R3 178-17 178-00 176-24
R2 177-16 177-16 176-21
R1 176-31 176-31 176-18 176-23
PP 176-15 176-15 176-15 176-11
S1 175-30 175-30 176-12 175-22
S2 175-14 175-14 176-09
S3 174-13 174-29 176-06
S4 173-12 173-28 175-29
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-04 180-04 176-28
R3 179-18 178-18 176-14
R2 178-00 178-00 176-09
R1 177-00 177-00 176-05 176-23
PP 176-14 176-14 176-14 176-10
S1 175-14 175-14 175-27 175-05
S2 174-28 174-28 175-23
S3 173-10 173-28 175-18
S4 171-24 172-10 175-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-14 175-29 1-17 0.9% 1-01 0.6% 37% False False 266,464
10 177-14 175-00 2-14 1.4% 1-00 0.6% 60% False False 266,640
20 178-17 173-16 5-01 2.9% 1-13 0.8% 59% False False 326,115
40 181-17 173-16 8-01 4.6% 1-10 0.7% 37% False False 185,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181-11
2.618 179-21
1.618 178-20
1.000 178-00
0.618 177-19
HIGH 176-31
0.618 176-18
0.500 176-15
0.382 176-11
LOW 175-30
0.618 175-10
1.000 174-29
1.618 174-09
2.618 173-08
4.250 171-18
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 176-15 176-20
PP 176-15 176-18
S1 176-15 176-17

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

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