ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 179-16 178-20 -0-28 -0.5% 182-13
High 179-31 179-20 -0-11 -0.2% 183-06
Low 178-08 177-16 -0-24 -0.4% 181-09
Close 178-25 177-26 -0-31 -0.5% 181-19
Range 1-23 2-04 0-13 23.6% 1-29
ATR 1-11 1-13 0-02 4.1% 0-00
Volume 369,646 379,954 10,308 2.8% 1,318,771
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 184-22 183-12 178-31
R3 182-18 181-08 178-13
R2 180-14 180-14 178-06
R1 179-04 179-04 178-00 178-23
PP 178-10 178-10 178-10 178-04
S1 177-00 177-00 177-20 176-19
S2 176-06 176-06 177-14
S3 174-02 174-28 177-07
S4 171-30 172-24 176-21
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
5 182-26 177-16 5-10 3.0% 1-22 1.0% 6% False True 328,167
10 183-06 177-16 5-22 3.2% 1-16 0.8% 5% False True 304,418
20 183-06 177-16 5-22 3.2% 1-08 0.7% 5% False True 260,743
40 183-06 175-30 7-08 4.1% 1-09 0.7% 26% False False 245,340
60 183-06 170-30 12-08 6.9% 1-14 0.8% 56% False False 260,954
80 183-06 170-30 12-08 6.9% 1-16 0.8% 56% False False 196,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 188-21
2.618 185-06
1.618 183-02
1.000 181-24
0.618 180-30
HIGH 179-20
0.618 178-26
0.500 178-18
0.382 178-10
LOW 177-16
0.618 176-06
1.000 175-12
1.618 174-02
2.618 171-30
4.250 168-15
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 178-18 179-13
PP 178-10 178-28
S1 178-02 178-11

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

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