ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 176-12 177-06 0-26 0.5% 178-02
High 177-11 178-17 1-06 0.7% 178-13
Low 175-28 176-25 0-29 0.5% 173-16
Close 177-07 177-28 0-21 0.4% 174-25
Range 1-15 1-24 0-09 19.1% 4-29
ATR 1-13 1-14 0-01 1.7% 0-00
Volume 307,871 341,771 33,900 11.0% 2,101,342
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 182-31 182-06 178-27
R3 181-07 180-14 178-11
R2 179-15 179-15 178-06
R1 178-22 178-22 178-01 179-03
PP 177-23 177-23 177-23 177-30
S1 176-30 176-30 177-23 177-11
S2 175-31 175-31 177-18
S3 174-07 175-06 177-13
S4 172-15 173-14 176-29
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
5 178-17 173-16 5-01 2.8% 1-22 0.9% 87% True False 354,492
10 178-17 173-16 5-01 2.8% 1-19 0.9% 87% True False 363,618
20 181-05 173-16 7-21 4.3% 1-15 0.8% 57% False False 186,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 185-31
2.618 183-04
1.618 181-12
1.000 180-09
0.618 179-20
HIGH 178-17
0.618 177-28
0.500 177-21
0.382 177-14
LOW 176-25
0.618 175-22
1.000 175-01
1.618 173-30
2.618 172-06
4.250 169-11
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 177-26 177-14
PP 177-23 177-01
S1 177-21 176-19

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

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