ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 177-31 177-03 -0-28 -0.5% 180-17
High 178-09 178-00 -0-09 -0.2% 181-17
Low 176-21 175-28 -0-25 -0.4% 179-22
Close 177-04 176-05 -0-31 -0.5% 179-30
Range 1-20 2-04 0-16 30.8% 1-27
ATR 1-07 1-09 0-02 5.4% 0-00
Volume 3,874 4,729 855 22.1% 13,691
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 183-02 181-23 177-10
R3 180-30 179-19 176-24
R2 178-26 178-26 176-17
R1 177-15 177-15 176-11 177-03
PP 176-22 176-22 176-22 176-15
S1 175-11 175-11 175-31 174-31
S2 174-18 174-18 175-25
S3 172-14 173-07 175-18
S4 170-10 171-03 175-00
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
5 181-05 175-28 5-09 3.0% 1-21 0.9% 5% False True 3,379
10 181-17 175-28 5-21 3.2% 1-14 0.8% 5% False True 3,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 187-01
2.618 183-18
1.618 181-14
1.000 180-04
0.618 179-10
HIGH 178-00
0.618 177-06
0.500 176-30
0.382 176-22
LOW 175-28
0.618 174-18
1.000 173-24
1.618 172-14
2.618 170-10
4.250 166-27
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 176-30 177-24
PP 176-22 177-07
S1 176-13 176-22

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

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