ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 181-15 181-05 -0-10 -0.2% 182-13
High 182-00 181-10 -0-22 -0.4% 183-06
Low 181-02 179-01 -2-01 -1.1% 181-09
Close 181-09 179-04 -2-05 -1.2% 181-19
Range 0-30 2-09 1-11 143.3% 1-29
ATR 1-08 1-10 0-02 5.9% 0-00
Volume 200,716 413,648 212,932 106.1% 1,318,771
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 186-21 185-06 180-12
R3 184-12 182-29 179-24
R2 182-03 182-03 179-17
R1 180-20 180-20 179-11 180-07
PP 179-26 179-26 179-26 179-20
S1 178-11 178-11 178-29 177-30
S2 177-17 177-17 178-23
S3 175-08 176-02 178-16
S4 172-31 173-25 177-28
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
5 183-06 179-01 4-05 2.3% 1-16 0.8% 2% False True 288,887
10 183-06 179-01 4-05 2.3% 1-10 0.7% 2% False True 274,727
20 183-06 179-01 4-05 2.3% 1-05 0.7% 2% False True 242,876
40 183-06 174-29 8-09 4.6% 1-08 0.7% 51% False False 241,112
60 183-06 170-30 12-08 6.8% 1-14 0.8% 67% False False 248,750
80 183-06 170-30 12-08 6.8% 1-15 0.8% 67% False False 186,919
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 0-07
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 191-00
2.618 187-09
1.618 185-00
1.000 183-19
0.618 182-23
HIGH 181-10
0.618 180-14
0.500 180-06
0.382 179-29
LOW 179-01
0.618 177-20
1.000 176-24
1.618 175-11
2.618 173-02
4.250 169-11
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 180-06 180-30
PP 179-26 180-10
S1 179-15 179-23

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

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