ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 176-04 176-17 0-13 0.2% 180-00
High 177-03 177-12 0-09 0.2% 180-10
Low 176-02 176-17 0-15 0.3% 175-28
Close 176-22 177-05 0-15 0.3% 176-06
Range 1-01 0-27 -0-06 -18.2% 4-14
ATR 1-07 1-06 -0-01 -2.2% 0-00
Volume 4,154 7,295 3,141 75.6% 19,189
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 179-18 179-06 177-20
R3 178-23 178-11 177-12
R2 177-28 177-28 177-10
R1 177-16 177-16 177-07 177-22
PP 177-01 177-01 177-01 177-04
S1 176-21 176-21 177-03 176-27
S2 176-06 176-06 177-00
S3 175-11 175-26 176-30
S4 174-16 174-31 176-22
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
5 178-09 175-28 2-13 1.4% 1-09 0.7% 53% False False 4,759
10 181-17 175-28 5-21 3.2% 1-12 0.8% 23% False False 3,307
20 181-17 175-28 5-21 3.2% 1-06 0.7% 23% False False 2,994
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-31
2.618 179-19
1.618 178-24
1.000 178-07
0.618 177-29
HIGH 177-12
0.618 177-02
0.500 176-31
0.382 176-27
LOW 176-17
0.618 176-00
1.000 175-22
1.618 175-05
2.618 174-10
4.250 172-30
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 177-03 177-00
PP 177-01 176-28
S1 176-31 176-23

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

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