ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 177-10 178-15 1-05 0.7% 180-02
High 178-23 179-16 0-25 0.4% 180-11
Low 177-03 178-13 1-10 0.7% 176-19
Close 178-09 179-04 0-27 0.5% 178-06
Range 1-20 1-03 -0-17 -32.7% 3-24
ATR 1-24 1-23 -0-01 -2.1% 0-00
Volume 1,170 2,605 1,435 122.6% 7,038
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 182-09 181-26 179-23
R3 181-06 180-23 179-14
R2 180-03 180-03 179-10
R1 179-20 179-20 179-07 179-27
PP 179-00 179-00 179-00 179-04
S1 178-17 178-17 179-01 178-25
S2 177-29 177-29 178-30
S3 176-26 177-14 178-26
S4 175-23 176-11 178-17
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
5 180-11 176-31 3-12 1.9% 1-25 1.0% 64% False False 1,815
10 180-16 176-19 3-29 2.2% 1-22 0.9% 65% False False 1,374
20 181-15 176-19 4-28 2.7% 1-21 0.9% 52% False False 701
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 0-11
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 184-05
2.618 182-12
1.618 181-09
1.000 180-19
0.618 180-06
HIGH 179-16
0.618 179-03
0.500 178-31
0.382 178-26
LOW 178-13
0.618 177-23
1.000 177-10
1.618 176-20
2.618 175-17
4.250 173-24
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 179-02 178-27
PP 179-00 178-17
S1 178-31 178-08

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

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