ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 181-05 180-05 -1-00 -0.6% 179-16
High 181-10 181-17 0-07 0.1% 181-06
Low 180-02 180-02 0-00 0.0% 178-11
Close 180-15 180-19 0-04 0.1% 180-21
Range 1-08 1-15 0-07 17.5% 2-27
ATR
Volume 729 256 -473 -64.9% 15,226
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-04 184-11 181-13
R3 183-21 182-28 181-00
R2 182-06 182-06 180-28
R1 181-13 181-13 180-23 181-26
PP 180-23 180-23 180-23 180-30
S1 179-30 179-30 180-15 180-11
S2 179-08 179-08 180-10
S3 177-25 178-15 180-06
S4 176-10 177-00 179-25
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
5 181-17 179-22 1-27 1.0% 1-07 0.7% 49% True False 2,622
10 181-17 178-11 3-06 1.8% 1-05 0.6% 71% True False 2,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 187-25
2.618 185-12
1.618 183-29
1.000 183-00
0.618 182-14
HIGH 181-17
0.618 180-31
0.500 180-26
0.382 180-20
LOW 180-02
0.618 179-05
1.000 178-19
1.618 177-22
2.618 176-07
4.250 173-26
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 180-26 180-26
PP 180-23 180-23
S1 180-21 180-21

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

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