ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 179-04 179-22 0-18 0.3% 177-27
High 179-28 180-02 0-06 0.1% 179-28
Low 178-28 179-05 0-09 0.2% 177-22
Close 179-19 179-14 -0-05 -0.1% 179-19
Range 1-00 0-29 -0-03 -9.4% 2-06
ATR 1-09 1-08 -0-01 -2.1% 0-00
Volume 317,800 381,252 63,452 20.0% 1,541,972
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 182-09 181-24 179-30
R3 181-12 180-27 179-22
R2 180-15 180-15 179-19
R1 179-30 179-30 179-17 179-24
PP 179-18 179-18 179-18 179-15
S1 179-01 179-01 179-11 178-27
S2 178-21 178-21 179-09
S3 177-24 178-04 179-06
S4 176-27 177-07 178-30
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
5 180-02 178-00 2-02 1.1% 1-03 0.6% 70% True False 332,154
10 181-10 177-16 3-26 2.1% 1-11 0.7% 51% False False 338,288
20 183-06 177-16 5-22 3.2% 1-09 0.7% 34% False False 297,506
40 183-06 177-06 6-00 3.3% 1-07 0.7% 38% False False 262,476
60 183-06 170-30 12-08 6.8% 1-13 0.8% 69% False False 261,256
80 183-06 170-30 12-08 6.8% 1-14 0.8% 69% False False 224,028
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 183-29
2.618 182-14
1.618 181-17
1.000 180-31
0.618 180-20
HIGH 180-02
0.618 179-23
0.500 179-20
0.382 179-16
LOW 179-05
0.618 178-19
1.000 178-08
1.618 177-22
2.618 176-25
4.250 175-10
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 179-20 179-11
PP 179-18 179-08
S1 179-16 179-05

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

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