ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 173-24 174-28 1-04 0.6% 177-04
High 175-03 175-00 -0-03 -0.1% 177-12
Low 173-12 173-10 -0-02 0.0% 175-08
Close 174-22 173-21 -1-01 -0.6% 175-29
Range 1-23 1-22 -0-01 -1.8% 2-04
ATR 1-09 1-10 0-01 2.2% 0-00
Volume 496,286 361,518 -134,768 -27.2% 1,724,712
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 179-02 178-01 174-19
R3 177-12 176-11 174-04
R2 175-22 175-22 173-31
R1 174-21 174-21 173-26 174-11
PP 174-00 174-00 174-00 173-26
S1 172-31 172-31 173-16 172-21
S2 172-10 172-10 173-11
S3 170-20 171-09 173-06
S4 168-30 169-19 172-23
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 182-18 181-11 177-02
R3 180-14 179-07 176-16
R2 178-10 178-10 176-09
R1 177-03 177-03 176-03 176-21
PP 176-06 176-06 176-06 175-30
S1 174-31 174-31 175-23 174-17
S2 174-02 174-02 175-17
S3 171-30 172-27 175-10
S4 169-26 170-23 174-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-00 173-10 3-22 2.1% 1-21 0.9% 9% False True 404,447
10 177-12 173-10 4-02 2.3% 1-08 0.7% 8% False True 347,080
20 177-14 173-10 4-04 2.4% 1-04 0.7% 8% False True 307,538
40 178-17 173-10 5-07 3.0% 1-11 0.8% 7% False True 272,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 182-06
2.618 179-13
1.618 177-23
1.000 176-22
0.618 176-01
HIGH 175-00
0.618 174-11
0.500 174-05
0.382 173-31
LOW 173-10
0.618 172-09
1.000 171-20
1.618 170-19
2.618 168-29
4.250 166-04
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 174-05 174-18
PP 174-00 174-08
S1 173-26 173-31

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

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