ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 181-05 179-16 -1-21 -0.9% 182-13
High 181-10 179-31 -1-11 -0.7% 183-06
Low 179-01 178-08 -0-25 -0.4% 181-09
Close 179-04 178-25 -0-11 -0.2% 181-19
Range 2-09 1-23 -0-18 -24.7% 1-29
ATR 1-10 1-11 0-01 2.2% 0-00
Volume 413,648 369,646 -44,002 -10.6% 1,318,771
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 184-05 183-06 179-23
R3 182-14 181-15 179-08
R2 180-23 180-23 179-03
R1 179-24 179-24 178-30 179-12
PP 179-00 179-00 179-00 178-26
S1 178-01 178-01 178-20 177-21
S2 177-09 177-09 178-15
S3 175-18 176-10 178-10
S4 173-27 174-19 177-27
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 187-24 186-18 182-21
R3 185-27 184-21 182-04
R2 183-30 183-30 181-30
R1 182-24 182-24 181-25 182-13
PP 182-01 182-01 182-01 181-27
S1 180-27 180-27 181-13 180-16
S2 180-04 180-04 181-08
S3 178-07 178-30 181-02
S4 176-10 177-01 180-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 183-06 178-08 4-30 2.8% 1-18 0.9% 11% False True 304,740
10 183-06 178-08 4-30 2.8% 1-13 0.8% 11% False True 290,271
20 183-06 178-08 4-30 2.8% 1-06 0.7% 11% False True 250,628
40 183-06 175-09 7-29 4.4% 1-08 0.7% 44% False False 241,872
60 183-06 170-30 12-08 6.9% 1-13 0.8% 64% False False 254,761
80 183-06 170-30 12-08 6.9% 1-16 0.8% 64% False False 191,539
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 187-09
2.618 184-15
1.618 182-24
1.000 181-22
0.618 181-01
HIGH 179-31
0.618 179-10
0.500 179-04
0.382 178-29
LOW 178-08
0.618 177-06
1.000 176-17
1.618 175-15
2.618 173-24
4.250 170-30
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 179-04 180-04
PP 179-00 179-22
S1 178-29 179-07

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

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