ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 175-13 176-12 0-31 0.6% 178-02
High 176-15 177-11 0-28 0.5% 178-13
Low 174-21 175-28 1-07 0.7% 173-16
Close 176-11 177-07 0-28 0.5% 174-25
Range 1-26 1-15 -0-11 -19.0% 4-29
ATR 1-13 1-13 0-00 0.3% 0-00
Volume 352,263 307,871 -44,392 -12.6% 2,101,342
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 181-07 180-22 178-01
R3 179-24 179-07 177-20
R2 178-09 178-09 177-16
R1 177-24 177-24 177-11 178-01
PP 176-26 176-26 176-26 176-30
S1 176-09 176-09 177-03 176-18
S2 175-11 175-11 176-30
S3 173-28 174-26 176-26
S4 172-13 173-11 176-13
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 190-09 187-14 177-15
R3 185-12 182-17 176-04
R2 180-15 180-15 175-22
R1 177-20 177-20 175-07 176-19
PP 175-18 175-18 175-18 175-02
S1 172-23 172-23 174-11 171-22
S2 170-21 170-21 173-28
S3 165-24 167-26 173-14
S4 160-27 162-29 172-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177-14 173-16 3-30 2.2% 1-30 1.1% 94% False False 397,124
10 178-13 173-16 4-29 2.8% 1-17 0.9% 76% False False 333,716
20 181-17 173-16 8-01 4.5% 1-15 0.8% 46% False False 169,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 183-19
2.618 181-06
1.618 179-23
1.000 178-26
0.618 178-08
HIGH 177-11
0.618 176-25
0.500 176-20
0.382 176-14
LOW 175-28
0.618 174-31
1.000 174-13
1.618 173-16
2.618 172-01
4.250 169-20
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 177-01 176-24
PP 176-26 176-08
S1 176-20 175-25

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

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