ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 176-02 176-20 0-18 0.3% 176-20
High 177-09 176-26 -0-15 -0.3% 177-14
Low 176-02 176-07 0-05 0.1% 175-28
Close 176-17 176-22 0-05 0.1% 176-00
Range 1-07 0-19 -0-20 -51.3% 1-18
ATR 1-11 1-09 -0-02 -4.0% 0-00
Volume 289,820 231,064 -58,756 -20.3% 1,308,649
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 178-11 178-04 177-00
R3 177-24 177-17 176-27
R2 177-05 177-05 176-25
R1 176-30 176-30 176-24 177-01
PP 176-18 176-18 176-18 176-20
S1 176-11 176-11 176-20 176-15
S2 175-31 175-31 176-19
S3 175-12 175-24 176-17
S4 174-25 175-05 176-12
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% 1-02 0.6% 52% False False 272,562
10 177-14 175-00 2-14 1.4% 1-02 0.6% 69% False False 270,790
20 178-17 173-16 5-01 2.8% 1-14 0.8% 63% False False 338,575
40 181-17 173-16 8-01 4.5% 1-11 0.8% 40% False False 179,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 179-11
2.618 178-12
1.618 177-25
1.000 177-13
0.618 177-06
HIGH 176-26
0.618 176-19
0.500 176-17
0.382 176-14
LOW 176-07
0.618 175-27
1.000 175-20
1.618 175-08
2.618 174-21
4.250 173-22
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 176-20 176-21
PP 176-18 176-20
S1 176-17 176-19

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

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