ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 177-06 177-16 0-10 0.2% 174-31
High 178-17 177-24 -0-25 -0.4% 178-17
Low 176-25 175-08 -1-17 -0.9% 174-06
Close 177-28 175-12 -2-16 -1.4% 175-12
Range 1-24 2-16 0-24 42.9% 4-11
ATR 1-14 1-17 0-03 5.9% 0-00
Volume 341,771 374,459 32,688 9.6% 1,821,732
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 183-20 182-00 176-24
R3 181-04 179-16 176-02
R2 178-20 178-20 175-27
R1 177-00 177-00 175-19 176-18
PP 176-04 176-04 176-04 175-29
S1 174-16 174-16 175-05 174-02
S2 173-20 173-20 174-29
S3 171-04 172-00 174-22
S4 168-20 169-16 174-00
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 189-02 186-18 177-24
R3 184-23 182-07 176-18
R2 180-12 180-12 176-05
R1 177-28 177-28 175-25 179-04
PP 176-01 176-01 176-01 176-21
S1 173-17 173-17 174-31 174-25
S2 171-22 171-22 174-19
S3 167-11 169-06 174-06
S4 163-00 164-27 173-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-17 174-06 4-11 2.5% 1-27 1.0% 27% False False 364,346
10 178-17 173-16 5-01 2.9% 1-24 1.0% 37% False False 392,307
20 180-10 173-16 6-26 3.9% 1-17 0.9% 28% False False 205,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 188-12
2.618 184-09
1.618 181-25
1.000 180-08
0.618 179-09
HIGH 177-24
0.618 176-25
0.500 176-16
0.382 176-07
LOW 175-08
0.618 173-23
1.000 172-24
1.618 171-07
2.618 168-23
4.250 164-20
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 176-16 176-29
PP 176-04 176-12
S1 175-24 175-28

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

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