ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 180-01 179-16 -0-17 -0.3% 178-05
High 180-28 179-17 -1-11 -0.7% 180-28
Low 179-07 176-18 -2-21 -1.5% 176-31
Close 179-13 176-20 -2-25 -1.6% 179-13
Range 1-21 2-31 1-10 79.3% 3-29
ATR 1-22 1-25 0-03 5.4% 0-00
Volume 8,699 8,980 281 3.2% 20,828
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 186-15 184-17 178-08
R3 183-16 181-18 177-14
R2 180-17 180-17 177-05
R1 178-19 178-19 176-29 178-03
PP 177-18 177-18 177-18 177-10
S1 175-20 175-20 176-11 175-03
S2 174-19 174-19 176-03
S3 171-20 172-21 175-26
S4 168-21 169-22 175-00
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
5 180-28 176-18 4-10 2.4% 1-25 1.0% 1% False True 5,458
10 180-28 176-18 4-10 2.4% 1-27 1.0% 1% False True 3,681
20 181-15 176-18 4-29 2.8% 1-23 1.0% 1% False True 1,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 192-05
2.618 187-10
1.618 184-11
1.000 182-16
0.618 181-12
HIGH 179-17
0.618 178-13
0.500 178-02
0.382 177-22
LOW 176-18
0.618 174-23
1.000 173-19
1.618 171-24
2.618 168-25
4.250 163-30
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 178-02 178-23
PP 177-18 178-01
S1 177-03 177-10

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

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