ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 178-29 179-05 0-08 0.1% 176-21
High 180-06 179-13 -0-25 -0.4% 180-06
Low 178-15 176-30 -1-17 -0.9% 175-27
Close 179-17 177-01 -2-16 -1.4% 177-01
Range 1-23 2-15 0-24 43.6% 4-11
ATR 1-16 1-18 0-03 5.3% 0-00
Volume 4,462 1,400 -3,062 -68.6% 44,805
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 185-06 183-19 178-12
R3 182-23 181-04 177-23
R2 180-08 180-08 177-15
R1 178-21 178-21 177-08 178-07
PP 177-25 177-25 177-25 177-19
S1 176-06 176-06 176-26 175-24
S2 175-10 175-10 176-19
S3 172-27 173-23 176-11
S4 170-12 171-08 175-22
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 190-23 188-07 179-13
R3 186-12 183-28 178-07
R2 182-01 182-01 177-26
R1 179-17 179-17 177-14 180-25
PP 177-22 177-22 177-22 178-10
S1 175-06 175-06 176-20 176-14
S2 173-11 173-11 176-08
S3 169-00 170-27 175-27
S4 164-21 166-16 174-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-06 175-27 4-11 2.5% 1-26 1.0% 27% False False 8,961
10 180-06 175-05 5-01 2.8% 1-24 1.0% 37% False False 277,008
20 182-00 175-05 6-27 3.9% 1-18 0.9% 27% False False 298,621
40 183-06 175-05 8-01 4.5% 1-11 0.8% 23% False False 266,995
60 183-06 174-29 8-09 4.7% 1-11 0.8% 26% False False 257,558
80 183-06 170-30 12-08 6.9% 1-15 0.8% 50% False False 253,720
100 183-06 170-30 12-08 6.9% 1-16 0.8% 50% False False 203,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 189-29
2.618 185-28
1.618 183-13
1.000 181-28
0.618 180-30
HIGH 179-13
0.618 178-15
0.500 178-06
0.382 177-28
LOW 176-30
0.618 175-13
1.000 174-15
1.618 172-30
2.618 170-15
4.250 166-14
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 178-06 178-18
PP 177-25 178-02
S1 177-13 177-17

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

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