ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 178-02 177-19 -0-15 -0.3% 176-04
High 178-13 177-20 -0-25 -0.4% 178-07
Low 177-17 175-31 -1-18 -0.9% 176-02
Close 177-25 176-28 -0-29 -0.5% 177-30
Range 0-28 1-21 0-25 89.3% 2-05
ATR 1-05 1-07 0-01 3.9% 0-00
Volume 196,540 510,335 313,795 159.7% 165,236
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 181-25 181-00 177-25
R3 180-04 179-11 177-11
R2 178-15 178-15 177-06
R1 177-22 177-22 177-01 177-08
PP 176-26 176-26 176-26 176-20
S1 176-01 176-01 176-23 175-19
S2 175-05 175-05 176-18
S3 173-16 174-12 176-13
S4 171-27 172-23 175-31
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 183-28 183-02 179-04
R3 181-23 180-29 178-17
R2 179-18 179-18 178-11
R1 178-24 178-24 178-04 179-05
PP 177-13 177-13 177-13 177-20
S1 176-19 176-19 177-24 177-00
S2 175-08 175-08 177-17
S3 173-03 174-14 177-11
S4 170-30 172-09 176-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-13 175-31 2-14 1.4% 1-07 0.7% 37% False True 172,132
10 178-13 175-28 2-17 1.4% 1-08 0.7% 40% False False 88,446
20 181-17 175-28 5-21 3.2% 1-07 0.7% 18% False False 45,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 184-21
2.618 181-31
1.618 180-10
1.000 179-09
0.618 178-21
HIGH 177-20
0.618 177-00
0.500 176-26
0.382 176-19
LOW 175-31
0.618 174-30
1.000 174-10
1.618 173-09
2.618 171-20
4.250 168-30
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 176-27 177-06
PP 176-26 177-03
S1 176-26 176-31

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

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