ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	180-22	180-00	-0-22	-0.4%	180-17
High	181-05	180-10	-0-27	-0.5%	181-17
Low	179-25	179-14	-0-11	-0.2%	179-22
Close	179-30	179-20	-0-10	-0.2%	179-30
Range	1-12	0-28	-0-16	-36.4%	1-27
ATR	1-04	1-03	-0-01	-1.5%	0-00
Volume	1,453	2,683	1,230	84.7%	13,691

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-13	181-29	180-03
R3	181-17	181-01	179-28
R2	180-21	180-21	179-25
R1	180-05	180-05	179-23	179-31
PP	179-25	179-25	179-25	179-22
S1	179-09	179-09	179-17	179-03
S2	178-29	178-29	179-15
S3	178-01	178-13	179-12
S4	177-05	177-17	179-05

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	185-29	184-25	180-30
R3	184-02	182-30	180-14
R2	182-07	182-07	180-09
R1	181-03	181-03	180-03	180-24
PP	180-12	180-12	180-12	180-07
S1	179-08	179-08	179-25	178-28
S2	178-17	178-17	179-19
S3	176-22	177-13	179-14
S4	174-27	175-18	178-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181-17	179-14	2-03	1.2%	1-07	0.7%	9%	False	True	1,158
10	181-17	178-11	3-06	1.8%	1-05	0.6%	40%	False	False	3,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	184-01
2.618	182-19
1.618	181-23
1.000	181-06
0.618	180-27
HIGH	180-10
0.618	179-31
0.500	179-28
0.382	179-25
LOW	179-14
0.618	178-29
1.000	178-18
1.618	178-01
2.618	177-05
4.250	175-23

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	179-28	180-16
PP	179-25	180-06
S1	179-23	179-29

Download as Excel Spreadsheet

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

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