ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 180-17 180-09 -0-08 -0.1% 179-16
High 180-28 181-11 0-15 0.3% 181-06
Low 179-22 180-08 0-18 0.3% 178-11
Close 179-31 181-05 1-06 0.7% 180-21
Range 1-06 1-03 -0-03 -7.9% 2-27
ATR
Volume 10,584 669 -9,915 -93.7% 15,226
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 184-06 183-25 181-24
R3 183-03 182-22 181-15
R2 182-00 182-00 181-11
R1 181-19 181-19 181-08 181-26
PP 180-29 180-29 180-29 181-01
S1 180-16 180-16 181-02 180-23
S2 179-26 179-26 180-31
S3 178-23 179-13 180-27
S4 177-20 178-10 180-18
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 188-19 187-15 182-07
R3 185-24 184-20 181-14
R2 182-29 182-29 181-06
R1 181-25 181-25 180-29 182-11
PP 180-02 180-02 180-02 180-11
S1 178-30 178-30 180-13 179-16
S2 177-07 177-07 180-04
S3 174-12 176-03 179-28
S4 171-17 173-08 179-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-11 179-12 1-31 1.1% 0-31 0.5% 90% True False 2,613
10 181-11 178-11 3-00 1.7% 1-01 0.6% 94% True False 2,680
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 186-00
2.618 184-07
1.618 183-04
1.000 182-14
0.618 182-01
HIGH 181-11
0.618 180-30
0.500 180-26
0.382 180-21
LOW 180-08
0.618 179-18
1.000 179-05
1.618 178-15
2.618 177-12
4.250 175-19
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 181-01 180-30
PP 180-29 180-23
S1 180-26 180-17

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

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