ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 178-01 176-04 -1-29 -1.1% 179-22
High 179-03 176-28 -2-07 -1.2% 180-02
Low 176-04 175-05 -0-31 -0.6% 175-05
Close 176-13 176-14 0-01 0.0% 176-14
Range 2-31 1-23 -1-08 -42.1% 4-29
ATR 1-13 1-14 0-01 1.6% 0-00
Volume 653,751 202,191 -451,560 -69.1% 2,725,278
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 181-10 180-19 177-12
R3 179-19 178-28 176-29
R2 177-28 177-28 176-24
R1 177-05 177-05 176-19 177-16
PP 176-05 176-05 176-05 176-11
S1 175-14 175-14 176-09 175-26
S2 174-14 174-14 176-04
S3 172-23 173-23 175-31
S4 171-00 172-00 175-16
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 191-30 189-03 179-04
R3 187-01 184-06 177-25
R2 182-04 182-04 177-11
R1 179-09 179-09 176-28 178-08
PP 177-07 177-07 177-07 176-23
S1 174-12 174-12 176-00 173-11
S2 172-10 172-10 175-17
S3 167-13 169-15 175-03
S4 162-16 164-18 173-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-02 175-05 4-29 2.8% 1-22 0.9% 26% False True 545,055
10 180-02 175-05 4-29 2.8% 1-13 0.8% 26% False True 426,725
20 183-06 175-05 8-01 4.6% 1-14 0.8% 16% False True 362,319
40 183-06 175-05 8-01 4.6% 1-10 0.7% 16% False True 295,737
60 183-06 170-30 12-08 6.9% 1-13 0.8% 45% False False 283,131
80 183-06 170-30 12-08 6.9% 1-15 0.8% 45% False False 253,273
100 183-06 170-30 12-08 6.9% 1-15 0.8% 45% False False 202,668
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 184-06
2.618 181-12
1.618 179-21
1.000 178-19
0.618 177-30
HIGH 176-28
0.618 176-07
0.500 176-01
0.382 175-26
LOW 175-05
0.618 174-03
1.000 173-14
1.618 172-12
2.618 170-21
4.250 167-27
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 176-10 177-04
PP 176-05 176-29
S1 176-01 176-21

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

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