ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 181-25 182-31 1-06 0.7% 181-00
High 183-00 183-00 0-00 0.0% 182-26
Low 181-19 181-21 0-02 0.0% 179-30
Close 182-25 182-03 -0-22 -0.4% 182-09
Range 1-13 1-11 -0-02 -4.4% 2-28
ATR 1-07 1-08 0-00 0.6% 0-00
Volume 216,348 290,383 74,035 34.2% 1,257,067
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 186-09 185-17 182-27
R3 184-30 184-06 182-15
R2 183-19 183-19 182-11
R1 182-27 182-27 182-07 182-18
PP 182-08 182-08 182-08 182-03
S1 181-16 181-16 181-31 181-07
S2 180-29 180-29 181-27
S3 179-18 180-05 181-23
S4 178-07 178-26 181-11
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 190-10 189-05 183-28
R3 187-14 186-09 183-02
R2 184-18 184-18 182-26
R1 183-13 183-13 182-17 184-00
PP 181-22 181-22 181-22 181-31
S1 180-17 180-17 182-01 181-04
S2 178-26 178-26 181-24
S3 175-30 177-21 181-16
S4 173-02 174-25 180-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 183-00 181-09 1-23 0.9% 1-08 0.7% 47% True False 275,803
10 183-00 179-30 3-02 1.7% 1-06 0.7% 70% True False 254,229
20 183-00 178-19 4-13 2.4% 1-05 0.6% 79% True False 237,669
40 183-00 174-07 8-25 4.8% 1-09 0.7% 90% True False 239,170
60 183-00 170-30 12-02 6.6% 1-14 0.8% 92% True False 229,820
80 183-00 170-30 12-02 6.6% 1-15 0.8% 92% True False 172,494
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 188-23
2.618 186-17
1.618 185-06
1.000 184-11
0.618 183-27
HIGH 183-00
0.618 182-16
0.500 182-11
0.382 182-05
LOW 181-21
0.618 180-26
1.000 180-10
1.618 179-15
2.618 178-04
4.250 175-30
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 182-11 182-05
PP 182-08 182-04
S1 182-06 182-04

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

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