ECBOT 30 Year Treasury Bond Future December 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	177-03	176-02	-1-01	-0.6%	180-00
High	178-00	176-26	-1-06	-0.7%	180-10
Low	175-28	176-02	0-06	0.1%	175-28
Close	176-05	176-06	0-01	0.0%	176-06
Range	2-04	0-24	-1-12	-64.7%	4-14
ATR	1-09	1-08	-0-01	-2.9%	0-00
Volume	4,729	3,746	-983	-20.8%	19,189

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	178-19	178-05	176-19
R3	177-27	177-13	176-13
R2	177-03	177-03	176-10
R1	176-21	176-21	176-08	176-28
PP	176-11	176-11	176-11	176-15
S1	175-29	175-29	176-04	176-04
S2	175-19	175-19	176-02
S3	174-27	175-05	175-31
S4	174-03	174-13	175-25

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	190-25	187-29	178-20
R3	186-11	183-15	177-13
R2	181-29	181-29	177-00
R1	179-01	179-01	176-19	178-08
PP	177-15	177-15	177-15	177-02
S1	174-19	174-19	175-25	173-26
S2	173-01	173-01	175-12
S3	168-19	170-05	174-31
S4	164-05	165-23	173-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180-10	175-28	4-14	2.5%	1-17	0.9%	7%	False	False	3,837
10	181-17	175-28	5-21	3.2%	1-13	0.8%	6%	False	False	3,288

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	180-00
2.618	178-25
1.618	178-01
1.000	177-18
0.618	177-09
HIGH	176-26
0.618	176-17
0.500	176-14
0.382	176-11
LOW	176-02
0.618	175-19
1.000	175-10
1.618	174-27
2.618	174-03
4.250	172-28

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	176-14	177-03
PP	176-11	176-25
S1	176-09	176-16

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