ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 173-19 173-24 0-05 0.1% 175-22
High 174-10 174-12 0-02 0.0% 175-25
Low 173-18 173-11 -0-07 -0.1% 173-10
Close 174-06 174-01 -0-05 -0.1% 174-01
Range 0-24 1-01 0-09 37.5% 2-15
ATR 1-09 1-08 -0-01 -1.4% 0-00
Volume 313,830 314,066 236 0.1% 1,851,837
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-00 176-18 174-19
R3 175-31 175-17 174-10
R2 174-30 174-30 174-07
R1 174-16 174-16 174-04 174-23
PP 173-29 173-29 173-29 174-01
S1 173-15 173-15 173-30 173-22
S2 172-28 172-28 173-27
S3 171-27 172-14 173-24
S4 170-26 171-13 173-15
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 181-25 180-12 175-12
R3 179-10 177-29 174-23
R2 176-27 176-27 174-15
R1 175-14 175-14 174-08 174-29
PP 174-12 174-12 174-12 174-04
S1 172-31 172-31 173-26 172-14
S2 171-29 171-29 173-19
S3 169-14 170-16 173-11
S4 166-31 168-01 172-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-25 173-10 2-15 1.4% 1-15 0.8% 29% False False 370,367
10 177-12 173-10 4-02 2.3% 1-09 0.7% 18% False False 357,654
20 177-14 173-10 4-04 2.4% 1-03 0.6% 17% False False 310,145
40 178-17 173-10 5-07 3.0% 1-09 0.7% 14% False False 287,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-24
2.618 177-02
1.618 176-01
1.000 175-13
0.618 175-00
HIGH 174-12
0.618 173-31
0.500 173-28
0.382 173-24
LOW 173-11
0.618 172-23
1.000 172-10
1.618 171-22
2.618 170-21
4.250 168-31
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 173-31 174-05
PP 173-29 174-04
S1 173-28 174-02

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

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