ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 177-03 176-02 -1-01 -0.6% 180-00
High 178-00 176-26 -1-06 -0.7% 180-10
Low 175-28 176-02 0-06 0.1% 175-28
Close 176-05 176-06 0-01 0.0% 176-06
Range 2-04 0-24 -1-12 -64.7% 4-14
ATR 1-09 1-08 -0-01 -2.9% 0-00
Volume 4,729 3,746 -983 -20.8% 19,189
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 178-19 178-05 176-19
R3 177-27 177-13 176-13
R2 177-03 177-03 176-10
R1 176-21 176-21 176-08 176-28
PP 176-11 176-11 176-11 176-15
S1 175-29 175-29 176-04 176-04
S2 175-19 175-19 176-02
S3 174-27 175-05 175-31
S4 174-03 174-13 175-25
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 190-25 187-29 178-20
R3 186-11 183-15 177-13
R2 181-29 181-29 177-00
R1 179-01 179-01 176-19 178-08
PP 177-15 177-15 177-15 177-02
S1 174-19 174-19 175-25 173-26
S2 173-01 173-01 175-12
S3 168-19 170-05 174-31
S4 164-05 165-23 173-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-10 175-28 4-14 2.5% 1-17 0.9% 7% False False 3,837
10 181-17 175-28 5-21 3.2% 1-13 0.8% 6% False False 3,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 180-00
2.618 178-25
1.618 178-01
1.000 177-18
0.618 177-09
HIGH 176-26
0.618 176-17
0.500 176-14
0.382 176-11
LOW 176-02
0.618 175-19
1.000 175-10
1.618 174-27
2.618 174-03
4.250 172-28
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 176-14 177-03
PP 176-11 176-25
S1 176-09 176-16

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

View Archives - Comment on this page... - Back to Index of Symbols