ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 180-22 180-00 -0-22 -0.4% 180-17
High 181-05 180-10 -0-27 -0.5% 181-17
Low 179-25 179-14 -0-11 -0.2% 179-22
Close 179-30 179-20 -0-10 -0.2% 179-30
Range 1-12 0-28 -0-16 -36.4% 1-27
ATR 1-04 1-03 -0-01 -1.5% 0-00
Volume 1,453 2,683 1,230 84.7% 13,691
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 182-13 181-29 180-03
R3 181-17 181-01 179-28
R2 180-21 180-21 179-25
R1 180-05 180-05 179-23 179-31
PP 179-25 179-25 179-25 179-22
S1 179-09 179-09 179-17 179-03
S2 178-29 178-29 179-15
S3 178-01 178-13 179-12
S4 177-05 177-17 179-05
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-29 184-25 180-30
R3 184-02 182-30 180-14
R2 182-07 182-07 180-09
R1 181-03 181-03 180-03 180-24
PP 180-12 180-12 180-12 180-07
S1 179-08 179-08 179-25 178-28
S2 178-17 178-17 179-19
S3 176-22 177-13 179-14
S4 174-27 175-18 178-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-17 179-14 2-03 1.2% 1-07 0.7% 9% False True 1,158
10 181-17 178-11 3-06 1.8% 1-05 0.6% 40% False False 3,141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 184-01
2.618 182-19
1.618 181-23
1.000 181-06
0.618 180-27
HIGH 180-10
0.618 179-31
0.500 179-28
0.382 179-25
LOW 179-14
0.618 178-29
1.000 178-18
1.618 178-01
2.618 177-05
4.250 175-23
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 179-28 180-16
PP 179-25 180-06
S1 179-23 179-29

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

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