ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 182-04 182-13 0-09 0.2% 181-00
High 182-26 182-17 -0-09 -0.2% 182-26
Low 181-21 181-09 -0-12 -0.2% 179-30
Close 182-09 181-19 -0-22 -0.4% 182-09
Range 1-05 1-08 0-03 8.1% 2-28
ATR 1-07 1-07 0-00 0.2% 0-00
Volume 361,448 272,350 -89,098 -24.7% 1,257,067
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-18 184-26 182-09
R3 184-10 183-18 181-30
R2 183-02 183-02 181-26
R1 182-10 182-10 181-23 182-02
PP 181-26 181-26 181-26 181-22
S1 181-02 181-02 181-15 180-26
S2 180-18 180-18 181-12
S3 179-10 179-26 181-08
S4 178-02 178-18 180-29
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 190-10 189-05 183-28
R3 187-14 186-09 183-02
R2 184-18 184-18 182-26
R1 183-13 183-13 182-17 184-00
PP 181-22 181-22 181-22 181-31
S1 180-17 180-17 182-01 181-04
S2 178-26 178-26 181-24
S3 175-30 177-21 181-16
S4 173-02 174-25 180-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 182-26 179-30 2-28 1.6% 1-06 0.7% 58% False False 264,019
10 182-26 179-27 2-31 1.6% 1-02 0.6% 59% False False 246,768
20 182-26 177-25 5-01 2.8% 1-05 0.6% 76% False False 233,238
40 182-26 171-23 11-03 6.1% 1-10 0.7% 89% False False 238,637
60 182-26 170-30 11-28 6.5% 1-14 0.8% 90% False False 221,441
80 182-26 170-30 11-28 6.5% 1-15 0.8% 90% False False 166,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 187-27
2.618 185-26
1.618 184-18
1.000 183-25
0.618 183-10
HIGH 182-17
0.618 182-02
0.500 181-29
0.382 181-24
LOW 181-09
0.618 180-16
1.000 180-01
1.618 179-08
2.618 178-00
4.250 175-31
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 181-29 182-02
PP 181-26 181-29
S1 181-22 181-24

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

View Archives - Comment on this page... - Back to Index of Symbols