ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 178-07 179-04 0-29 0.5% 177-27
High 179-16 179-28 0-12 0.2% 179-28
Low 178-07 178-28 0-21 0.4% 177-22
Close 179-11 179-19 0-08 0.1% 179-19
Range 1-09 1-00 -0-09 -21.9% 2-06
ATR 1-10 1-09 -0-01 -1.7% 0-00
Volume 333,610 317,800 -15,810 -4.7% 1,541,972
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 182-14 182-01 180-05
R3 181-14 181-01 179-28
R2 180-14 180-14 179-25
R1 180-01 180-01 179-22 180-08
PP 179-14 179-14 179-14 179-18
S1 179-01 179-01 179-16 179-08
S2 178-14 178-14 179-13
S3 177-14 178-01 179-10
S4 176-14 177-01 179-01
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-20 184-25 180-26
R3 183-14 182-19 180-06
R2 181-08 181-08 180-00
R1 180-13 180-13 179-25 180-27
PP 179-02 179-02 179-02 179-08
S1 178-07 178-07 179-13 178-21
S2 176-28 176-28 179-06
S3 174-22 176-01 179-00
S4 172-16 173-27 178-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-28 177-22 2-06 1.2% 1-04 0.6% 87% True False 308,394
10 182-00 177-16 4-16 2.5% 1-11 0.7% 47% False False 320,234
20 183-06 177-16 5-22 3.2% 1-10 0.7% 37% False False 288,909
40 183-06 177-06 6-00 3.3% 1-08 0.7% 40% False False 258,840
60 183-06 170-30 12-08 6.8% 1-13 0.8% 71% False False 261,266
80 183-06 170-30 12-08 6.8% 1-15 0.8% 71% False False 219,265
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 3 trading days
Fibonacci Retracements and Extensions
4.250 184-04
2.618 182-16
1.618 181-16
1.000 180-28
0.618 180-16
HIGH 179-28
0.618 179-16
0.500 179-12
0.382 179-08
LOW 178-28
0.618 178-08
1.000 177-28
1.618 177-08
2.618 176-08
4.250 174-20
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 179-17 179-12
PP 179-14 179-05
S1 179-12 178-30

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

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