ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 177-21 177-06 -0-15 -0.3% 178-19
High 178-01 177-12 -0-21 -0.4% 178-29
Low 176-30 175-03 -1-27 -1.0% 176-19
Close 177-11 175-16 -1-27 -1.0% 178-12
Range 1-03 2-09 1-06 108.6% 2-10
ATR 1-18 1-20 0-02 3.2% 0-00
Volume 179,961 317,519 137,558 76.4% 1,693,242
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 182-27 181-14 176-24
R3 180-18 179-05 176-04
R2 178-09 178-09 175-29
R1 176-28 176-28 175-23 176-14
PP 176-00 176-00 176-00 175-25
S1 174-19 174-19 175-09 174-05
S2 173-23 173-23 175-03
S3 171-14 172-10 174-28
S4 169-05 170-01 174-08
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 184-29 183-30 179-21
R3 182-19 181-20 179-00
R2 180-09 180-09 178-26
R1 179-10 179-10 178-19 178-21
PP 177-31 177-31 177-31 177-20
S1 177-00 177-00 178-05 176-11
S2 175-21 175-21 177-30
S3 173-11 174-22 177-24
S4 171-01 172-12 177-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-26 175-03 3-23 2.1% 1-16 0.9% 11% False True 274,558
10 179-18 175-03 4-15 2.5% 1-14 0.8% 9% False True 291,801
20 180-28 175-03 5-25 3.3% 1-21 0.9% 7% False True 148,059
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 0-10
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 187-02
2.618 183-11
1.618 181-02
1.000 179-21
0.618 178-25
HIGH 177-12
0.618 176-16
0.500 176-08
0.382 175-31
LOW 175-03
0.618 173-22
1.000 172-26
1.618 171-13
2.618 169-04
4.250 165-13
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 176-08 176-31
PP 176-00 176-15
S1 175-24 176-00

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

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