ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 182-31 181-28 -1-03 -0.6% 181-00
High 183-00 183-06 0-06 0.1% 182-26
Low 181-21 181-23 0-02 0.0% 179-30
Close 182-03 182-08 0-05 0.1% 182-09
Range 1-11 1-15 0-04 9.3% 2-28
ATR 1-08 1-08 0-01 1.3% 0-00
Volume 290,383 262,815 -27,568 -9.5% 1,257,067
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 186-25 186-00 183-02
R3 185-10 184-17 182-21
R2 183-27 183-27 182-17
R1 183-02 183-02 182-12 183-14
PP 182-12 182-12 182-12 182-19
S1 181-19 181-19 182-04 182-00
S2 180-29 180-29 181-31
S3 179-14 180-04 181-27
S4 177-31 178-21 181-14
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
5 183-06 181-09 1-29 1.0% 1-10 0.7% 51% True False 280,668
10 183-06 179-30 3-08 1.8% 1-08 0.7% 71% True False 254,771
20 183-06 178-31 4-07 2.3% 1-05 0.6% 78% True False 234,887
40 183-06 174-29 8-09 4.5% 1-09 0.7% 89% True False 239,021
60 183-06 170-30 12-08 6.7% 1-14 0.8% 92% True False 234,181
80 183-06 170-30 12-08 6.7% 1-15 0.8% 92% True False 175,779
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 0-09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 189-14
2.618 187-01
1.618 185-18
1.000 184-21
0.618 184-03
HIGH 183-06
0.618 182-20
0.500 182-15
0.382 182-09
LOW 181-23
0.618 180-26
1.000 180-08
1.618 179-11
2.618 177-28
4.250 175-15
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 182-15 182-13
PP 182-12 182-11
S1 182-10 182-10

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

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