ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 179-19 180-03 0-16 0.3% 178-14
High 180-07 180-24 0-17 0.3% 181-14
Low 178-31 179-25 0-26 0.5% 177-06
Close 179-20 180-09 0-21 0.4% 179-26
Range 1-08 0-31 -0-09 -22.5% 4-08
ATR 1-16 1-15 -0-01 -1.8% 0-00
Volume 214,909 249,337 34,428 16.0% 1,194,485
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-06 182-22 180-26
R3 182-07 181-23 180-18
R2 181-08 181-08 180-15
R1 180-24 180-24 180-12 181-00
PP 180-09 180-09 180-09 180-13
S1 179-25 179-25 180-06 180-01
S2 179-10 179-10 180-03
S3 178-11 178-26 180-00
S4 177-12 177-27 179-24
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 192-07 190-09 182-05
R3 187-31 186-01 180-31
R2 183-23 183-23 180-19
R1 181-25 181-25 180-06 182-24
PP 179-15 179-15 179-15 179-31
S1 177-17 177-17 179-14 178-16
S2 175-07 175-07 179-01
S3 170-31 173-09 178-21
S4 166-23 169-01 177-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-14 178-14 3-00 1.7% 1-12 0.8% 61% False False 253,271
10 181-14 177-06 4-08 2.4% 1-12 0.8% 73% False False 245,636
20 181-14 174-29 6-17 3.6% 1-11 0.7% 82% False False 239,349
40 181-14 170-30 10-16 5.8% 1-18 0.9% 89% False False 251,686
60 181-15 170-30 10-17 5.8% 1-19 0.9% 89% False False 168,266
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 184-28
2.618 183-09
1.618 182-10
1.000 181-23
0.618 181-11
HIGH 180-24
0.618 180-12
0.500 180-09
0.382 180-05
LOW 179-25
0.618 179-06
1.000 178-26
1.618 178-07
2.618 177-08
4.250 175-21
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 180-09 180-08
PP 180-09 180-07
S1 180-09 180-07

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

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