ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 176-25 177-15 0-22 0.4% 176-04
High 177-27 178-07 0-12 0.2% 178-07
Low 176-21 177-08 0-19 0.3% 176-02
Close 177-22 177-30 0-08 0.1% 177-30
Range 1-06 0-31 -0-07 -18.4% 2-05
ATR 1-07 1-06 -0-01 -1.4% 0-00
Volume 42,745 87,572 44,827 104.9% 165,236
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 180-23 180-09 178-15
R3 179-24 179-10 178-07
R2 178-25 178-25 178-04
R1 178-11 178-11 178-01 178-18
PP 177-26 177-26 177-26 177-29
S1 177-12 177-12 177-27 177-19
S2 176-27 176-27 177-24
S3 175-28 176-13 177-21
S4 174-29 175-14 177-13
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 183-28 183-02 179-04
R3 181-23 180-29 178-17
R2 179-18 179-18 178-11
R1 178-24 178-24 178-04 179-05
PP 177-13 177-13 177-13 177-20
S1 176-19 176-19 177-24 177-00
S2 175-08 175-08 177-17
S3 173-03 174-14 177-11
S4 170-30 172-09 176-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-07 176-02 2-05 1.2% 1-03 0.6% 87% True False 33,047
10 180-10 175-28 4-14 2.5% 1-10 0.7% 46% False False 18,442
20 181-17 175-28 5-21 3.2% 1-08 0.7% 36% False False 10,667
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 182-11
2.618 180-24
1.618 179-25
1.000 179-06
0.618 178-26
HIGH 178-07
0.618 177-27
0.500 177-24
0.382 177-20
LOW 177-08
0.618 176-21
1.000 176-09
1.618 175-22
2.618 174-23
4.250 173-04
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 177-28 177-23
PP 177-26 177-16
S1 177-24 177-10

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

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