ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 180-00 179-17 -0-15 -0.3% 180-17
High 180-10 179-20 -0-22 -0.4% 181-17
Low 179-14 177-12 -2-02 -1.1% 179-22
Close 179-20 177-15 -2-05 -1.2% 179-30
Range 0-28 2-08 1-12 157.1% 1-27
ATR 1-03 1-06 0-03 7.5% 0-00
Volume 2,683 4,157 1,474 54.9% 13,691
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 184-29 183-14 178-23
R3 182-21 181-06 178-03
R2 180-13 180-13 177-28
R1 178-30 178-30 177-22 178-18
PP 178-05 178-05 178-05 177-31
S1 176-22 176-22 177-08 176-10
S2 175-29 175-29 177-02
S3 173-21 174-14 176-27
S4 171-13 172-06 176-07
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
5 181-17 177-12 4-05 2.3% 1-14 0.8% 2% False True 1,855
10 181-17 177-12 4-05 2.3% 1-07 0.7% 2% False True 2,234
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 0-05
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 189-06
2.618 185-16
1.618 183-08
1.000 181-28
0.618 181-00
HIGH 179-20
0.618 178-24
0.500 178-16
0.382 178-08
LOW 177-12
0.618 176-00
1.000 175-04
1.618 173-24
2.618 171-16
4.250 167-26
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 178-16 179-09
PP 178-05 178-21
S1 177-26 178-02

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

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