ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 178-08 178-27 0-19 0.3% 181-15
High 179-01 179-13 0-12 0.2% 182-00
Low 178-06 178-00 -0-06 -0.1% 177-16
Close 178-26 178-14 -0-12 -0.2% 177-27
Range 0-27 1-13 0-18 66.7% 4-16
ATR 1-10 1-10 0-00 0.6% 0-00
Volume 261,872 366,239 104,367 39.9% 1,660,376
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 182-27 182-01 179-07
R3 181-14 180-20 178-26
R2 180-01 180-01 178-22
R1 179-07 179-07 178-18 178-30
PP 178-20 178-20 178-20 178-15
S1 177-26 177-26 178-10 177-16
S2 177-07 177-07 178-06
S3 175-26 176-13 178-02
S4 174-13 175-00 177-21
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
5 179-20 177-16 2-04 1.2% 1-08 0.7% 44% False False 313,385
10 183-06 177-16 5-22 3.2% 1-13 0.8% 16% False False 309,062
20 183-06 177-16 5-22 3.2% 1-10 0.7% 16% False False 281,646
40 183-06 176-13 6-25 3.8% 1-08 0.7% 30% False False 255,184
60 183-06 170-30 12-08 6.9% 1-13 0.8% 61% False False 262,176
80 183-06 170-30 12-08 6.9% 1-15 0.8% 61% False False 211,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 185-12
2.618 183-03
1.618 181-22
1.000 180-26
0.618 180-09
HIGH 179-13
0.618 178-28
0.500 178-23
0.382 178-17
LOW 178-00
0.618 177-04
1.000 176-19
1.618 175-23
2.618 174-10
4.250 172-01
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 178-23 178-18
PP 178-20 178-16
S1 178-17 178-15

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

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