ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 179-17 177-31 -1-18 -0.9% 180-17
High 179-20 178-09 -1-11 -0.7% 181-17
Low 177-12 176-21 -0-23 -0.4% 179-22
Close 177-15 177-04 -0-11 -0.2% 179-30
Range 2-08 1-20 -0-20 -27.8% 1-27
ATR 1-06 1-07 0-01 2.7% 0-00
Volume 4,157 3,874 -283 -6.8% 13,691
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 182-07 181-10 178-01
R3 180-19 179-22 177-18
R2 178-31 178-31 177-14
R1 178-02 178-02 177-09 177-23
PP 177-11 177-11 177-11 177-06
S1 176-14 176-14 176-31 176-03
S2 175-23 175-23 176-26
S3 174-03 174-26 176-22
S4 172-15 173-06 176-07
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
5 181-17 176-21 4-28 2.8% 1-17 0.9% 10% False True 2,484
10 181-17 176-21 4-28 2.8% 1-10 0.7% 10% False True 2,605
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 2 trading days
Fibonacci Retracements and Extensions
4.250 185-06
2.618 182-17
1.618 180-29
1.000 179-29
0.618 179-09
HIGH 178-09
0.618 177-21
0.500 177-15
0.382 177-09
LOW 176-21
0.618 175-21
1.000 175-01
1.618 174-01
2.618 172-13
4.250 169-24
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 177-15 178-16
PP 177-11 178-01
S1 177-08 177-19

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

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