ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 178-01 178-29 0-28 0.5% 179-22
High 179-01 180-06 1-05 0.6% 180-02
Low 177-17 178-15 0-30 0.5% 175-05
Close 178-28 179-17 0-21 0.4% 176-14
Range 1-16 1-23 0-07 14.6% 4-29
ATR 1-15 1-16 0-01 1.2% 0-00
Volume 7,754 4,462 -3,292 -42.5% 2,725,278
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 184-18 183-24 180-15
R3 182-27 182-01 180-00
R2 181-04 181-04 179-27
R1 180-10 180-10 179-22 180-23
PP 179-13 179-13 179-13 179-19
S1 178-19 178-19 179-12 179-00
S2 177-22 177-22 179-07
S3 175-31 176-28 179-02
S4 174-08 175-05 178-19
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
5 180-06 175-05 5-01 2.8% 1-22 0.9% 87% True False 49,119
10 180-06 175-05 5-01 2.8% 1-19 0.9% 87% True False 308,648
20 182-26 175-05 7-21 4.3% 1-16 0.8% 57% False False 312,395
40 183-06 175-05 8-01 4.5% 1-10 0.7% 54% False False 273,641
60 183-06 174-29 8-09 4.6% 1-11 0.8% 56% False False 263,479
80 183-06 170-30 12-08 6.8% 1-14 0.8% 70% False False 253,735
100 183-06 170-30 12-08 6.8% 1-15 0.8% 70% False False 203,102
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 0-16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 187-16
2.618 184-22
1.618 182-31
1.000 181-29
0.618 181-08
HIGH 180-06
0.618 179-17
0.500 179-11
0.382 179-04
LOW 178-15
0.618 177-13
1.000 176-24
1.618 175-22
2.618 173-31
4.250 171-05
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 179-15 179-03
PP 179-13 178-22
S1 179-11 178-08

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

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