ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 177-02 177-03 0-01 0.0% 176-02
High 177-12 177-09 -0-03 -0.1% 177-09
Low 176-27 175-14 -1-13 -0.8% 175-30
Close 177-07 176-09 -0-30 -0.5% 177-01
Range 0-17 1-27 1-10 247.1% 1-11
ATR 1-03 1-05 0-02 4.9% 0-00
Volume 226,494 528,478 301,984 133.3% 1,317,721
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-28 180-29 177-09
R3 180-01 179-02 176-25
R2 178-06 178-06 176-20
R1 177-07 177-07 176-14 176-25
PP 176-11 176-11 176-11 176-04
S1 175-12 175-12 176-04 174-30
S2 174-16 174-16 175-30
S3 172-21 173-17 175-25
S4 170-26 171-22 175-09
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
5 177-12 175-14 1-30 1.1% 0-27 0.5% 44% False True 289,713
10 177-14 175-14 2-00 1.1% 0-30 0.5% 42% False True 279,444
20 178-17 175-00 3-17 2.0% 1-06 0.7% 36% False False 289,616
40 181-17 173-16 8-01 4.6% 1-10 0.7% 35% False False 221,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 185-04
2.618 182-03
1.618 180-08
1.000 179-04
0.618 178-13
HIGH 177-09
0.618 176-18
0.500 176-12
0.382 176-05
LOW 175-14
0.618 174-10
1.000 173-19
1.618 172-15
2.618 170-20
4.250 167-19
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 176-12 176-13
PP 176-11 176-12
S1 176-10 176-10

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

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