ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 177-28 178-24 0-28 0.5% 177-01
High 178-12 178-24 0-12 0.2% 178-19
Low 177-25 177-22 -0-03 -0.1% 176-23
Close 178-05 177-30 -0-07 -0.1% 178-08
Range 0-19 1-02 0-15 79.0% 1-28
ATR 1-12 1-11 -0-01 -1.6% 0-00
Volume 400 3,896 3,496 874.0% 3,678
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-10 180-22 178-17
R3 180-08 179-20 178-07
R2 179-06 179-06 178-04
R1 178-18 178-18 178-01 178-11
PP 178-04 178-04 178-04 178-00
S1 177-16 177-16 177-27 177-09
S2 177-02 177-02 177-24
S3 176-00 176-14 177-21
S4 174-30 175-12 177-11
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 183-15 182-24 179-09
R3 181-19 180-28 178-24
R2 179-23 179-23 178-19
R1 179-00 179-00 178-14 179-12
PP 177-27 177-27 177-27 178-01
S1 177-04 177-04 178-02 177-16
S2 175-31 175-31 177-29
S3 174-03 175-08 177-24
S4 172-07 173-12 177-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-24 176-23 2-01 1.1% 0-28 0.5% 60% True False 1,052
10 180-06 176-23 3-15 1.9% 1-10 0.7% 35% False False 2,190
20 180-06 175-05 5-01 2.8% 1-14 0.8% 55% False False 189,801
40 183-06 175-05 8-01 4.5% 1-11 0.8% 35% False False 232,712
60 183-06 175-05 8-01 4.5% 1-10 0.7% 35% False False 230,725
80 183-06 170-30 12-08 6.9% 1-13 0.8% 57% False False 247,071
100 183-06 170-30 12-08 6.9% 1-15 0.8% 57% False False 203,197
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 183-08
2.618 181-17
1.618 180-15
1.000 179-26
0.618 179-13
HIGH 178-24
0.618 178-11
0.500 178-07
0.382 178-03
LOW 177-22
0.618 177-01
1.000 176-20
1.618 175-31
2.618 174-29
4.250 173-06
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 178-07 178-07
PP 178-04 178-04
S1 178-01 178-01

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

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