ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 177-22 177-27 0-05 0.1% 181-15
High 178-15 178-24 0-09 0.2% 182-00
Low 177-21 177-22 0-01 0.0% 177-16
Close 177-27 178-11 0-16 0.3% 177-27
Range 0-26 1-02 0-08 30.8% 4-16
ATR 1-12 1-11 -0-01 -1.6% 0-00
Volume 296,412 262,451 -33,961 -11.5% 1,660,376
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 181-14 180-31 178-30
R3 180-12 179-29 178-20
R2 179-10 179-10 178-17
R1 178-27 178-27 178-14 179-03
PP 178-08 178-08 178-08 178-12
S1 177-25 177-25 178-08 178-01
S2 177-06 177-06 178-05
S3 176-04 176-23 178-02
S4 175-02 175-21 177-24
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
5 181-10 177-16 3-26 2.1% 1-19 0.9% 22% False False 344,422
10 183-06 177-16 5-22 3.2% 1-15 0.8% 15% False False 296,924
20 183-06 177-16 5-22 3.2% 1-08 0.7% 15% False False 271,846
40 183-06 176-13 6-25 3.8% 1-08 0.7% 29% False False 249,112
60 183-06 170-30 12-08 6.9% 1-13 0.8% 60% False False 265,235
80 183-06 170-30 12-08 6.9% 1-15 0.8% 60% False False 203,273
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 183-08
2.618 181-17
1.618 180-15
1.000 179-26
0.618 179-13
HIGH 178-24
0.618 178-11
0.500 178-07
0.382 178-03
LOW 177-22
0.618 177-01
1.000 176-20
1.618 175-31
2.618 174-29
4.250 173-06
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 178-10 178-18
PP 178-08 178-16
S1 178-07 178-13

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

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