ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 175-13 176-16 1-03 0.6% 174-31
High 176-31 177-00 0-01 0.0% 178-17
Low 175-04 175-17 0-13 0.2% 174-06
Close 176-09 175-23 -0-18 -0.3% 175-12
Range 1-27 1-15 -0-12 -20.3% 4-11
ATR 1-18 1-17 0-00 -0.4% 0-00
Volume 337,071 302,630 -34,441 -10.2% 1,821,732
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 180-16 179-18 176-17
R3 179-01 178-03 176-04
R2 177-18 177-18 176-00
R1 176-20 176-20 175-27 176-12
PP 176-03 176-03 176-03 175-30
S1 175-05 175-05 175-19 174-29
S2 174-20 174-20 175-14
S3 173-05 173-22 175-10
S4 171-22 172-07 174-29
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 189-02 186-18 177-24
R3 184-23 182-07 176-18
R2 180-12 180-12 176-05
R1 177-28 177-28 175-25 179-04
PP 176-01 176-01 176-01 176-21
S1 173-17 173-17 174-31 174-25
S2 171-22 171-22 174-19
S3 167-11 169-06 174-06
S4 163-00 164-27 173-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-17 175-04 3-13 1.9% 1-26 1.0% 17% False False 332,760
10 178-17 173-16 5-01 2.9% 1-26 1.0% 44% False False 385,590
20 178-17 173-16 5-01 2.9% 1-17 0.9% 44% False False 237,018
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-17
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 183-08
2.618 180-27
1.618 179-12
1.000 178-15
0.618 177-29
HIGH 177-00
0.618 176-14
0.500 176-09
0.382 176-03
LOW 175-17
0.618 174-20
1.000 174-02
1.618 173-05
2.618 171-22
4.250 169-09
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 176-09 176-14
PP 176-03 176-06
S1 175-29 175-31

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

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