ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 179-00 180-01 1-01 0.6% 178-05
High 180-16 180-28 0-12 0.2% 180-28
Low 178-28 179-07 0-11 0.2% 176-31
Close 180-03 179-13 -0-22 -0.4% 179-13
Range 1-20 1-21 0-01 1.9% 3-29
ATR 1-22 1-22 0-00 -0.2% 0-00
Volume 5,837 8,699 2,862 49.0% 20,828
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 184-26 183-24 180-10
R3 183-05 182-03 179-28
R2 181-16 181-16 179-23
R1 180-14 180-14 179-18 180-05
PP 179-27 179-27 179-27 179-22
S1 178-25 178-25 179-08 178-16
S2 178-06 178-06 179-03
S3 176-17 177-04 178-30
S4 174-28 175-15 178-16
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 190-26 189-00 181-18
R3 186-29 185-03 180-15
R2 183-00 183-00 180-04
R1 181-06 181-06 179-24 182-03
PP 179-03 179-03 179-03 179-17
S1 177-09 177-09 179-02 178-06
S2 175-06 175-06 178-22
S3 171-09 173-12 178-11
S4 167-12 169-15 177-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-28 176-31 3-29 2.2% 1-15 0.8% 62% True False 4,165
10 180-28 176-19 4-09 2.4% 1-22 0.9% 66% True False 2,786
20 181-15 176-19 4-28 2.7% 1-20 0.9% 58% False False 1,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 187-29
2.618 185-07
1.618 183-18
1.000 182-17
0.618 181-29
HIGH 180-28
0.618 180-08
0.500 180-02
0.382 179-27
LOW 179-07
0.618 178-06
1.000 177-18
1.618 176-17
2.618 174-28
4.250 172-06
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 180-02 179-21
PP 179-27 179-18
S1 179-20 179-16

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

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