ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 178-19 177-12 -1-07 -0.7% 179-16
High 178-29 178-10 -0-19 -0.3% 179-18
Low 177-08 176-19 -0-21 -0.4% 176-10
Close 177-13 177-29 0-16 0.3% 178-22
Range 1-21 1-23 0-02 3.8% 3-08
ATR 1-20 1-21 0-00 0.3% 0-00
Volume 605,350 431,574 -173,776 -28.7% 525,612
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 182-24 182-02 178-27
R3 181-01 180-11 178-12
R2 179-10 179-10 178-07
R1 178-20 178-20 178-02 178-31
PP 177-19 177-19 177-19 177-25
S1 176-29 176-29 177-24 177-08
S2 175-28 175-28 177-19
S3 174-05 175-06 177-14
S4 172-14 173-15 176-31
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 187-30 186-18 180-15
R3 184-22 183-10 179-19
R2 181-14 181-14 179-09
R1 180-02 180-02 179-00 179-04
PP 178-06 178-06 178-06 177-23
S1 176-26 176-26 178-12 175-28
S2 174-30 174-30 178-03
S3 171-22 173-18 177-25
S4 168-14 170-10 176-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-18 176-19 2-31 1.7% 1-12 0.8% 44% False True 309,045
10 180-28 176-10 4-18 2.6% 1-18 0.9% 35% False False 157,967
20 181-04 176-10 4-26 2.7% 1-21 0.9% 33% False False 79,544
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 6 trading days
Fibonacci Retracements and Extensions
4.250 185-20
2.618 182-26
1.618 181-03
1.000 180-01
0.618 179-12
HIGH 178-10
0.618 177-21
0.500 177-15
0.382 177-08
LOW 176-19
0.618 175-17
1.000 174-28
1.618 173-26
2.618 172-03
4.250 169-09
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 177-24 178-03
PP 177-19 178-01
S1 177-15 177-31

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

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