ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 176-20 176-19 -0-01 0.0% 175-13
High 177-02 176-24 -0-10 -0.2% 177-00
Low 176-10 176-03 -0-07 -0.1% 175-00
Close 176-22 176-16 -0-06 -0.1% 176-19
Range 0-24 0-21 -0-03 -12.5% 2-00
ATR 1-14 1-12 -0-02 -3.9% 0-00
Volume 191,563 275,159 83,596 43.6% 1,215,440
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 178-13 178-04 176-28
R3 177-24 177-15 176-22
R2 177-03 177-03 176-20
R1 176-26 176-26 176-18 176-20
PP 176-14 176-14 176-14 176-12
S1 176-05 176-05 176-14 175-31
S2 175-25 175-25 176-12
S3 175-04 175-16 176-10
S4 174-15 174-27 176-04
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 182-06 181-13 177-22
R3 180-06 179-13 177-05
R2 178-06 178-06 176-31
R1 177-13 177-13 176-25 177-26
PP 176-06 176-06 176-06 176-13
S1 175-13 175-13 176-13 175-26
S2 174-06 174-06 176-07
S3 172-06 173-13 176-01
S4 170-06 171-13 175-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-02 175-00 2-02 1.2% 1-01 0.6% 73% False False 269,018
10 178-17 174-21 3-28 2.2% 1-15 0.8% 48% False False 305,852
20 178-17 173-16 5-01 2.9% 1-14 0.8% 60% False False 288,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 179-17
2.618 178-15
1.618 177-26
1.000 177-13
0.618 177-05
HIGH 176-24
0.618 176-16
0.500 176-14
0.382 176-11
LOW 176-03
0.618 175-22
1.000 175-14
1.618 175-01
2.618 174-12
4.250 173-10
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 176-15 176-15
PP 176-14 176-15
S1 176-14 176-14

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

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