ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 176-17 177-10 0-25 0.4% 180-00
High 177-12 177-24 0-12 0.2% 180-10
Low 176-17 176-12 -0-05 -0.1% 175-28
Close 177-05 176-25 -0-12 -0.2% 176-06
Range 0-27 1-12 0-17 63.0% 4-14
ATR 1-06 1-07 0-00 1.1% 0-00
Volume 7,295 23,470 16,175 221.7% 19,189
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 181-03 180-10 177-17
R3 179-23 178-30 177-05
R2 178-11 178-11 177-01
R1 177-18 177-18 176-29 177-09
PP 176-31 176-31 176-31 176-26
S1 176-06 176-06 176-21 175-29
S2 175-19 175-19 176-17
S3 174-07 174-26 176-13
S4 172-27 173-14 176-01
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
5 178-00 175-28 2-04 1.2% 1-07 0.7% 43% False False 8,678
10 181-17 175-28 5-21 3.2% 1-12 0.8% 16% False False 5,581
20 181-17 175-28 5-21 3.2% 1-07 0.7% 16% False False 4,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 183-19
2.618 181-11
1.618 179-31
1.000 179-04
0.618 178-19
HIGH 177-24
0.618 177-07
0.500 177-02
0.382 176-29
LOW 176-12
0.618 175-17
1.000 175-00
1.618 174-05
2.618 172-25
4.250 170-17
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 177-02 176-29
PP 176-31 176-28
S1 176-28 176-26

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

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