ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 179-05 177-01 -2-04 -1.2% 176-21
High 179-13 178-19 -0-26 -0.5% 180-06
Low 176-30 176-26 -0-04 -0.1% 175-27
Close 177-01 177-30 0-29 0.5% 177-01
Range 2-15 1-25 -0-22 -27.8% 4-11
ATR 1-18 1-19 0-00 1.0% 0-00
Volume 1,400 1,155 -245 -17.5% 44,805
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 183-04 182-10 178-29
R3 181-11 180-17 178-14
R2 179-18 179-18 178-08
R1 178-24 178-24 178-03 179-05
PP 177-25 177-25 177-25 178-00
S1 176-31 176-31 177-25 177-12
S2 176-00 176-00 177-20
S3 174-07 175-06 177-14
S4 172-14 173-13 176-31
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
5 180-06 176-10 3-28 2.2% 1-27 1.0% 42% False False 4,934
10 180-06 175-05 5-01 2.8% 1-27 1.0% 55% False False 238,998
20 181-10 175-05 6-05 3.5% 1-19 0.9% 45% False False 288,643
40 183-06 175-05 8-01 4.5% 1-11 0.8% 35% False False 261,652
60 183-06 174-29 8-09 4.7% 1-11 0.8% 37% False False 253,499
80 183-06 170-30 12-08 6.9% 1-15 0.8% 57% False False 253,661
100 183-06 170-30 12-08 6.9% 1-16 0.8% 57% False False 203,127
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 186-05
2.618 183-08
1.618 181-15
1.000 180-12
0.618 179-22
HIGH 178-19
0.618 177-29
0.500 177-23
0.382 177-16
LOW 176-26
0.618 175-23
1.000 175-01
1.618 173-30
2.618 172-05
4.250 169-08
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 177-28 178-16
PP 177-25 178-10
S1 177-23 178-04

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

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