ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 182-09 181-15 -0-26 -0.4% 182-13
High 182-26 182-00 -0-26 -0.4% 183-06
Low 181-13 181-02 -0-11 -0.2% 181-09
Close 181-19 181-09 -0-10 -0.2% 181-19
Range 1-13 0-30 -0-15 -33.3% 1-29
ATR 1-09 1-08 -0-01 -1.9% 0-00
Volume 276,875 200,716 -76,159 -27.5% 1,318,771
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 184-08 183-23 181-26
R3 183-10 182-25 181-17
R2 182-12 182-12 181-15
R1 181-27 181-27 181-12 181-21
PP 181-14 181-14 181-14 181-11
S1 180-29 180-29 181-06 180-23
S2 180-16 180-16 181-04
S3 179-18 179-31 181-01
S4 178-20 179-01 180-25
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
5 183-06 181-02 2-04 1.2% 1-10 0.7% 10% False True 249,427
10 183-06 179-30 3-08 1.8% 1-08 0.7% 41% False False 256,723
20 183-06 179-03 4-03 2.3% 1-03 0.6% 53% False False 234,660
40 183-06 174-29 8-09 4.6% 1-08 0.7% 77% False False 235,927
60 183-06 170-30 12-08 6.8% 1-14 0.8% 84% False False 242,000
80 183-06 170-30 12-08 6.8% 1-15 0.8% 84% False False 181,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 186-00
2.618 184-15
1.618 183-17
1.000 182-30
0.618 182-19
HIGH 182-00
0.618 181-21
0.500 181-17
0.382 181-13
LOW 181-02
0.618 180-15
1.000 180-04
1.618 179-17
2.618 178-19
4.250 177-02
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 181-17 182-04
PP 181-14 181-27
S1 181-12 181-18

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

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