ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 178-01 178-05 0-04 0.1% 178-04
High 179-03 178-16 -0-19 -0.3% 179-03
Low 177-26 177-20 -0-06 -0.1% 177-20
Close 178-04 177-21 -0-15 -0.3% 177-21
Range 1-09 0-28 -0-13 -31.7% 1-15
ATR 1-11 1-10 -0-01 -2.5% 0-00
Volume 160 262 102 63.8% 5,032
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 180-18 179-31 178-04
R3 179-22 179-03 177-29
R2 178-26 178-26 177-26
R1 178-07 178-07 177-24 178-03
PP 177-30 177-30 177-30 177-27
S1 177-11 177-11 177-18 177-07
S2 177-02 177-02 177-16
S3 176-06 176-15 177-13
S4 175-10 175-19 177-06
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 182-17 181-18 178-15
R3 181-02 180-03 178-02
R2 179-19 179-19 177-30
R1 178-20 178-20 177-25 178-12
PP 178-04 178-04 178-04 178-00
S1 177-05 177-05 177-17 176-29
S2 176-21 176-21 177-12
S3 175-06 175-22 177-08
S4 173-23 174-07 176-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-03 177-20 1-15 0.8% 0-29 0.5% 2% False True 1,006
10 179-13 176-23 2-22 1.5% 1-07 0.7% 35% False False 1,011
20 180-06 175-05 5-01 2.8% 1-13 0.8% 50% False False 154,829
40 183-06 175-05 8-01 4.5% 1-12 0.8% 31% False False 220,143
60 183-06 175-05 8-01 4.5% 1-09 0.7% 31% False False 222,850
80 183-06 170-30 12-08 6.9% 1-13 0.8% 55% False False 234,115
100 183-06 170-30 12-08 6.9% 1-14 0.8% 55% False False 203,201
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 182-07
2.618 180-25
1.618 179-29
1.000 179-12
0.618 179-01
HIGH 178-16
0.618 178-05
0.500 178-02
0.382 177-31
LOW 177-20
0.618 177-03
1.000 176-24
1.618 176-07
2.618 175-11
4.250 173-29
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 178-02 178-12
PP 177-30 178-04
S1 177-25 177-29

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

View Archives - Comment on this page... - Back to Index of Symbols