ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 178-13 178-01 -0-12 -0.2% 177-27
High 178-15 179-03 0-20 0.4% 179-28
Low 177-12 176-04 -1-08 -0.7% 177-22
Close 178-05 176-13 -1-24 -1.0% 179-19
Range 1-03 2-31 1-28 171.4% 2-06
ATR 1-09 1-13 0-04 9.3% 0-00
Volume 701,514 653,751 -47,763 -6.8% 1,541,972
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 186-04 184-07 178-01
R3 183-05 181-08 177-07
R2 180-06 180-06 176-30
R1 178-09 178-09 176-22 177-24
PP 177-07 177-07 177-07 176-30
S1 175-10 175-10 176-04 174-25
S2 174-08 174-08 175-28
S3 171-09 172-11 175-19
S4 168-10 169-12 174-25
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-20 184-25 180-26
R3 183-14 182-19 180-06
R2 181-08 181-08 180-00
R1 180-13 180-13 179-25 180-27
PP 179-02 179-02 179-02 179-08
S1 178-07 178-07 179-13 178-21
S2 176-28 176-28 179-06
S3 174-22 176-01 179-00
S4 172-16 173-27 178-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-02 176-04 3-30 2.2% 1-17 0.9% 7% False True 568,177
10 180-02 176-04 3-30 2.2% 1-10 0.7% 7% False True 436,147
20 183-06 176-04 7-02 4.0% 1-13 0.8% 4% False True 370,282
40 183-06 176-04 7-02 4.0% 1-09 0.7% 4% False True 295,782
60 183-06 170-30 12-08 6.9% 1-13 0.8% 45% False False 285,012
80 183-06 170-30 12-08 6.9% 1-15 0.8% 45% False False 250,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 191-23
2.618 186-28
1.618 183-29
1.000 182-02
0.618 180-30
HIGH 179-03
0.618 177-31
0.500 177-20
0.382 177-08
LOW 176-04
0.618 174-09
1.000 173-05
1.618 171-10
2.618 168-11
4.250 163-16
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 177-20 177-23
PP 177-07 177-09
S1 176-26 176-27

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

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