ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 177-24 177-29 0-05 0.1% 178-05
High 178-10 178-22 0-12 0.2% 180-28
Low 177-00 177-28 0-28 0.5% 176-31
Close 178-03 178-05 0-02 0.0% 179-13
Range 1-10 0-26 -0-16 -38.1% 3-29
ATR 1-23 1-21 -0-02 -3.8% 0-00
Volume 80,068 221,975 141,907 177.2% 20,828
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 180-22 180-07 178-19
R3 179-28 179-13 178-12
R2 179-02 179-02 178-10
R1 178-19 178-19 178-07 178-27
PP 178-08 178-08 178-08 178-11
S1 177-25 177-25 178-03 178-01
S2 177-14 177-14 178-00
S3 176-20 176-31 177-30
S4 175-26 176-05 177-23
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
5 180-28 176-10 4-18 2.6% 1-20 0.9% 40% False False 65,610
10 180-28 176-10 4-18 2.6% 1-19 0.9% 40% False False 34,161
20 181-04 176-10 4-26 2.7% 1-21 0.9% 38% False False 17,388
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 19 trading days
Fibonacci Retracements and Extensions
4.250 182-04
2.618 180-26
1.618 180-00
1.000 179-16
0.618 179-06
HIGH 178-22
0.618 178-12
0.500 178-09
0.382 178-06
LOW 177-28
0.618 177-12
1.000 177-02
1.618 176-18
2.618 175-24
4.250 174-14
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 178-09 177-30
PP 178-08 177-23
S1 178-06 177-16

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

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