ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 177-10 176-25 -0-17 -0.3% 180-00
High 177-24 177-27 0-03 0.1% 180-10
Low 176-12 176-21 0-09 0.2% 175-28
Close 176-25 177-22 0-29 0.5% 176-06
Range 1-12 1-06 -0-06 -13.6% 4-14
ATR 1-07 1-07 0-00 -0.1% 0-00
Volume 23,470 42,745 19,275 82.1% 19,189
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 180-31 180-16 178-11
R3 179-25 179-10 178-00
R2 178-19 178-19 177-29
R1 178-04 178-04 177-25 178-12
PP 177-13 177-13 177-13 177-16
S1 176-30 176-30 177-19 177-06
S2 176-07 176-07 177-15
S3 175-01 175-24 177-12
S4 173-27 174-18 177-01
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
5 177-27 176-02 1-25 1.0% 1-01 0.6% 91% True False 16,282
10 181-05 175-28 5-09 3.0% 1-11 0.8% 34% False False 9,830
20 181-17 175-28 5-21 3.2% 1-08 0.7% 32% False False 6,297
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182-29
2.618 180-30
1.618 179-24
1.000 179-01
0.618 178-18
HIGH 177-27
0.618 177-12
0.500 177-08
0.382 177-04
LOW 176-21
0.618 175-30
1.000 175-15
1.618 174-24
2.618 173-18
4.250 171-20
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 177-17 177-16
PP 177-13 177-10
S1 177-08 177-04

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

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