ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 178-05 177-10 -0-27 -0.5% 180-02
High 178-09 178-23 0-14 0.2% 180-11
Low 176-31 177-03 0-04 0.1% 176-19
Close 176-31 178-09 1-10 0.7% 178-06
Range 1-10 1-20 0-10 23.8% 3-24
ATR 1-24 1-24 0-00 0.0% 0-00
Volume 2,517 1,170 -1,347 -53.5% 7,038
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 182-29 182-07 179-06
R3 181-09 180-19 178-23
R2 179-21 179-21 178-19
R1 178-31 178-31 178-14 179-10
PP 178-01 178-01 178-01 178-07
S1 177-11 177-11 178-04 177-22
S2 176-13 176-13 177-31
S3 174-25 175-23 177-27
S4 173-05 174-03 177-12
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 189-20 187-21 180-08
R3 185-28 183-29 179-07
R2 182-04 182-04 178-28
R1 180-05 180-05 178-17 179-09
PP 178-12 178-12 178-12 177-30
S1 176-13 176-13 177-27 175-17
S2 174-20 174-20 177-16
S3 170-28 172-21 177-05
S4 167-04 168-29 176-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-11 176-19 3-24 2.1% 2-00 1.1% 45% False False 1,745
10 181-04 176-19 4-17 2.5% 1-24 1.0% 37% False False 1,120
20 181-15 176-19 4-28 2.7% 1-20 0.9% 35% False False 571
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 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 185-20
2.618 182-31
1.618 181-11
1.000 180-11
0.618 179-23
HIGH 178-23
0.618 178-03
0.500 177-29
0.382 177-23
LOW 177-03
0.618 176-03
1.000 175-15
1.618 174-15
2.618 172-27
4.250 170-06
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 178-05 178-21
PP 178-01 178-17
S1 177-29 178-13

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

View Archives - Comment on this page... - Back to Index of Symbols