ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 177-04 177-02 -0-02 0.0% 176-02
High 177-06 177-12 0-06 0.1% 177-09
Low 176-19 176-27 0-08 0.1% 175-30
Close 176-27 177-07 0-12 0.2% 177-01
Range 0-19 0-17 -0-02 -10.5% 1-11
ATR 1-04 1-03 -0-01 -3.8% 0-00
Volume 171,442 226,494 55,052 32.1% 1,317,721
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 178-24 178-16 177-16
R3 178-07 177-31 177-12
R2 177-22 177-22 177-10
R1 177-14 177-14 177-09 177-18
PP 177-05 177-05 177-05 177-07
S1 176-29 176-29 177-05 177-01
S2 176-20 176-20 177-04
S3 176-03 176-12 177-02
S4 175-18 175-27 176-30
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 180-25 180-08 177-25
R3 179-14 178-29 177-13
R2 178-03 178-03 177-09
R1 177-18 177-18 177-05 177-27
PP 176-24 176-24 176-24 176-28
S1 176-07 176-07 176-29 176-16
S2 175-13 175-13 176-25
S3 174-02 174-28 176-21
S4 172-23 173-17 176-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-12 175-30 1-14 0.8% 0-22 0.4% 89% True False 238,954
10 177-14 175-28 1-18 0.9% 0-28 0.5% 86% False False 255,758
20 178-17 174-21 3-28 2.2% 1-05 0.7% 66% False False 280,805
40 181-17 173-16 8-01 4.5% 1-09 0.7% 46% False False 208,758
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 False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 179-20
2.618 178-25
1.618 178-08
1.000 177-29
0.618 177-23
HIGH 177-12
0.618 177-06
0.500 177-04
0.382 177-01
LOW 176-27
0.618 176-16
1.000 176-10
1.618 175-31
2.618 175-14
4.250 174-19
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 177-06 177-05
PP 177-05 177-02
S1 177-04 177-00

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

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