ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 178-05 178-01 -0-04 -0.1% 178-04
High 178-16 178-29 0-13 0.2% 179-03
Low 177-20 177-28 0-08 0.1% 177-20
Close 177-21 178-09 0-20 0.4% 177-21
Range 0-28 1-01 0-05 17.9% 1-15
ATR 1-10 1-10 0-00 -0.3% 0-00
Volume 262 107 -155 -59.2% 5,032
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-14 180-29 178-27
R3 180-13 179-28 178-18
R2 179-12 179-12 178-15
R1 178-27 178-27 178-12 179-04
PP 178-11 178-11 178-11 178-16
S1 177-26 177-26 178-06 178-03
S2 177-10 177-10 178-03
S3 176-09 176-25 178-00
S4 175-08 175-24 177-23
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 182-17 181-18 178-15
R3 181-02 180-03 178-02
R2 179-19 179-19 177-30
R1 178-20 178-20 177-25 178-12
PP 178-04 178-04 178-04 178-00
S1 177-05 177-05 177-17 176-29
S2 176-21 176-21 177-12
S3 175-06 175-22 177-08
S4 173-23 174-07 176-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-03 177-20 1-15 0.8% 0-31 0.5% 45% False False 965
10 179-03 176-23 2-12 1.3% 1-02 0.6% 66% False False 881
20 180-06 175-05 5-01 2.8% 1-13 0.8% 62% False False 138,945
40 183-06 175-05 8-01 4.5% 1-12 0.8% 39% False False 213,927
60 183-06 175-05 8-01 4.5% 1-09 0.7% 39% False False 218,875
80 183-06 170-30 12-08 6.9% 1-13 0.8% 60% False False 230,685
100 183-06 170-30 12-08 6.9% 1-14 0.8% 60% False False 203,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 183-09
2.618 181-19
1.618 180-18
1.000 179-30
0.618 179-17
HIGH 178-29
0.618 178-16
0.500 178-13
0.382 178-09
LOW 177-28
0.618 177-08
1.000 176-27
1.618 176-07
2.618 175-06
4.250 173-16
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 178-13 178-12
PP 178-11 178-11
S1 178-10 178-10

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

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