ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 180-02 178-30 -1-04 -0.6% 180-19
High 180-06 179-08 -0-30 -0.5% 181-04
Low 178-28 178-01 -0-27 -0.5% 178-21
Close 179-04 178-25 -0-11 -0.2% 179-02
Range 1-10 1-07 -0-03 -7.1% 2-15
ATR 1-21 1-20 -0-01 -1.9% 0-00
Volume 30 1,967 1,937 6,456.7% 529
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 182-11 181-25 179-14
R3 181-04 180-18 179-04
R2 179-29 179-29 179-00
R1 179-11 179-11 178-29 179-01
PP 178-22 178-22 178-22 178-17
S1 178-04 178-04 178-21 177-26
S2 177-15 177-15 178-18
S3 176-08 176-29 178-14
S4 175-01 175-22 178-04
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 187-01 185-16 180-13
R3 184-18 183-01 179-24
R2 182-03 182-03 179-16
R1 180-18 180-18 179-09 180-03
PP 179-20 179-20 179-20 179-12
S1 178-03 178-03 178-27 177-20
S2 177-05 177-05 178-20
S3 174-22 175-20 178-12
S4 172-07 173-05 177-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-04 178-01 3-03 1.7% 1-16 0.8% 24% False True 495
10 181-14 178-01 3-13 1.9% 1-17 0.9% 22% False True 258
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 0-12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 184-14
2.618 182-14
1.618 181-07
1.000 180-15
0.618 180-00
HIGH 179-08
0.618 178-25
0.500 178-21
0.382 178-16
LOW 178-01
0.618 177-09
1.000 176-26
1.618 176-02
2.618 174-27
4.250 172-27
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 178-24 179-04
PP 178-22 179-00
S1 178-21 178-29

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

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