ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 178-20 177-22 -0-30 -0.5% 181-15
High 179-20 178-15 -1-05 -0.6% 182-00
Low 177-16 177-21 0-05 0.1% 177-16
Close 177-26 177-27 0-01 0.0% 177-27
Range 2-04 0-26 -1-10 -61.8% 4-16
ATR 1-13 1-12 -0-01 -3.0% 0-00
Volume 379,954 296,412 -83,542 -22.0% 1,660,376
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 180-14 179-30 178-09
R3 179-20 179-04 178-02
R2 178-26 178-26 178-00
R1 178-10 178-10 177-29 178-18
PP 178-00 178-00 178-00 178-04
S1 177-16 177-16 177-25 177-24
S2 177-06 177-06 177-22
S3 176-12 176-22 177-20
S4 175-18 175-28 177-13
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 192-20 189-23 180-10
R3 188-04 185-07 179-03
R2 183-20 183-20 178-21
R1 180-23 180-23 178-08 179-30
PP 179-04 179-04 179-04 178-23
S1 176-07 176-07 177-14 175-14
S2 174-20 174-20 177-01
S3 170-04 171-23 176-19
S4 165-20 167-07 175-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 182-00 177-16 4-16 2.5% 1-18 0.9% 8% False False 332,075
10 183-06 177-16 5-22 3.2% 1-15 0.8% 6% False False 297,914
20 183-06 177-16 5-22 3.2% 1-08 0.7% 6% False False 267,679
40 183-06 176-02 7-04 4.0% 1-08 0.7% 25% False False 247,726
60 183-06 170-30 12-08 6.9% 1-13 0.8% 56% False False 264,560
80 183-06 170-30 12-08 6.9% 1-15 0.8% 56% False False 199,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 181-30
2.618 180-19
1.618 179-25
1.000 179-09
0.618 178-31
HIGH 178-15
0.618 178-05
0.500 178-02
0.382 177-31
LOW 177-21
0.618 177-05
1.000 176-27
1.618 176-11
2.618 175-17
4.250 174-07
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 178-02 178-24
PP 178-00 178-14
S1 177-29 178-05

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

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