ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 176-10 176-02 -0-08 -0.1% 176-20
High 176-28 177-09 0-13 0.2% 177-14
Low 175-29 176-02 0-05 0.1% 175-28
Close 176-00 176-17 0-17 0.3% 176-00
Range 0-31 1-07 0-08 25.8% 1-18
ATR 1-11 1-11 0-00 -0.3% 0-00
Volume 227,772 289,820 62,048 27.2% 1,308,649
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 180-09 179-20 177-06
R3 179-02 178-13 176-28
R2 177-27 177-27 176-24
R1 177-06 177-06 176-21 177-17
PP 176-20 176-20 176-20 176-25
S1 175-31 175-31 176-13 176-10
S2 175-13 175-13 176-10
S3 174-06 174-24 176-06
S4 172-31 173-17 175-28
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
5 177-14 175-28 1-18 0.9% 1-03 0.6% 42% False False 281,381
10 177-14 175-00 2-14 1.4% 1-06 0.7% 63% False False 281,390
20 178-17 173-16 5-01 2.9% 1-15 0.8% 60% False False 336,849
40 181-17 173-16 8-01 4.5% 1-11 0.8% 38% False False 173,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182-15
2.618 180-15
1.618 179-08
1.000 178-16
0.618 178-01
HIGH 177-09
0.618 176-26
0.500 176-22
0.382 176-17
LOW 176-02
0.618 175-10
1.000 174-27
1.618 174-03
2.618 172-28
4.250 170-28
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 176-22 176-22
PP 176-20 176-20
S1 176-19 176-19

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

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