ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 179-31 180-19 0-20 0.3% 179-01
High 180-22 180-21 -0-01 0.0% 181-15
Low 179-28 178-25 -1-03 -0.6% 179-00
Close 180-19 178-31 -1-20 -0.9% 180-19
Range 0-26 1-28 1-02 130.8% 2-15
ATR 0-00 1-22 1-22 0-00
Volume 14 41 27 192.9% 139
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 185-03 183-29 180-00
R3 183-07 182-01 179-16
R2 181-11 181-11 179-10
R1 180-05 180-05 179-05 179-26
PP 179-15 179-15 179-15 179-10
S1 178-09 178-09 178-26 177-30
S2 177-19 177-19 178-20
S3 175-23 176-13 178-15
S4 173-27 174-17 177-30
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 187-24 186-21 181-30
R3 185-09 184-06 181-09
R2 182-26 182-26 181-01
R1 181-23 181-23 180-26 182-09
PP 180-11 180-11 180-11 180-20
S1 179-08 179-08 180-12 179-26
S2 177-28 177-28 180-05
S3 175-13 176-25 179-29
S4 172-30 174-10 179-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-15 178-25 2-22 1.5% 1-19 0.9% 7% False True 30
10 181-15 175-29 5-18 3.1% 1-14 0.8% 55% False False 22
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 188-20
2.618 185-18
1.618 183-22
1.000 182-17
0.618 181-26
HIGH 180-21
0.618 179-30
0.500 179-23
0.382 179-16
LOW 178-25
0.618 177-20
1.000 176-29
1.618 175-24
2.618 173-28
4.250 170-26
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 179-23 179-24
PP 179-15 179-15
S1 179-07 179-07

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

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