ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 177-27 178-08 0-13 0.2% 181-15
High 178-24 179-01 0-09 0.2% 182-00
Low 177-22 178-06 0-16 0.3% 177-16
Close 178-11 178-26 0-15 0.3% 177-27
Range 1-02 0-27 -0-07 -20.6% 4-16
ATR 1-11 1-10 -0-01 -2.6% 0-00
Volume 262,451 261,872 -579 -0.2% 1,660,376
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 181-07 180-27 179-09
R3 180-12 180-00 179-01
R2 179-17 179-17 178-31
R1 179-05 179-05 178-28 179-11
PP 178-22 178-22 178-22 178-25
S1 178-10 178-10 178-24 178-16
S2 177-27 177-27 178-21
S3 177-00 177-15 178-19
S4 176-05 176-20 178-11
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 192-20 189-23 180-10
R3 188-04 185-07 179-03
R2 183-20 183-20 178-21
R1 180-23 180-23 178-08 179-30
PP 179-04 179-04 179-04 178-23
S1 176-07 176-07 177-14 175-14
S2 174-20 174-20 177-01
S3 170-04 171-23 176-19
S4 165-20 167-07 175-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-31 177-16 2-15 1.4% 1-10 0.7% 53% False False 314,067
10 183-06 177-16 5-22 3.2% 1-13 0.8% 23% False False 301,477
20 183-06 177-16 5-22 3.2% 1-09 0.7% 23% False False 275,624
40 183-06 176-13 6-25 3.8% 1-08 0.7% 35% False False 251,187
60 183-06 170-30 12-08 6.9% 1-13 0.8% 64% False False 266,162
80 183-06 170-30 12-08 6.9% 1-15 0.8% 64% False False 206,546
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182-20
2.618 181-08
1.618 180-13
1.000 179-28
0.618 179-18
HIGH 179-01
0.618 178-23
0.500 178-20
0.382 178-16
LOW 178-06
0.618 177-21
1.000 177-11
1.618 176-26
2.618 175-31
4.250 174-19
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 178-24 178-21
PP 178-22 178-16
S1 178-20 178-11

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

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