ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 181-28 182-09 0-13 0.2% 182-13
High 183-06 182-26 -0-12 -0.2% 183-06
Low 181-23 181-13 -0-10 -0.2% 181-09
Close 182-08 181-19 -0-21 -0.4% 181-19
Range 1-15 1-13 -0-02 -4.3% 1-29
ATR 1-08 1-09 0-00 0.8% 0-00
Volume 262,815 276,875 14,060 5.3% 1,318,771
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 186-05 185-09 182-12
R3 184-24 183-28 181-31
R2 183-11 183-11 181-27
R1 182-15 182-15 181-23 182-07
PP 181-30 181-30 181-30 181-26
S1 181-02 181-02 181-15 180-26
S2 180-17 180-17 181-11
S3 179-04 179-21 181-07
S4 177-23 178-08 180-26
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 187-24 186-18 182-21
R3 185-27 184-21 182-04
R2 183-30 183-30 181-30
R1 182-24 182-24 181-25 182-13
PP 182-01 182-01 182-01 181-27
S1 180-27 180-27 181-13 180-16
S2 180-04 180-04 181-08
S3 178-07 178-30 181-02
S4 176-10 177-01 180-17
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% 1-12 0.8% 16% False False 263,754
10 183-06 179-30 3-08 1.8% 1-09 0.7% 51% False False 257,583
20 183-06 178-31 4-07 2.3% 1-04 0.6% 62% False False 235,370
40 183-06 174-29 8-09 4.6% 1-08 0.7% 81% False False 237,027
60 183-06 170-30 12-08 6.7% 1-14 0.8% 87% False False 238,752
80 183-06 170-30 12-08 6.7% 1-16 0.8% 87% False False 179,239
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 188-25
2.618 186-16
1.618 185-03
1.000 184-07
0.618 183-22
HIGH 182-26
0.618 182-09
0.500 182-04
0.382 181-30
LOW 181-13
0.618 180-17
1.000 180-00
1.618 179-04
2.618 177-23
4.250 175-14
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 182-04 182-10
PP 181-30 182-02
S1 181-25 181-27

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

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