ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 173-01 174-12 1-11 0.8% 178-12
High 174-31 176-09 1-10 0.8% 178-26
Low 173-00 174-07 1-07 0.7% 170-30
Close 174-10 175-29 1-19 0.9% 172-16
Range 1-31 2-02 0-03 4.8% 7-28
ATR 1-26 1-27 0-01 1.0% 0-00
Volume 260,987 268,787 7,800 3.0% 1,499,879
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 181-21 180-27 177-01
R3 179-19 178-25 176-15
R2 177-17 177-17 176-09
R1 176-23 176-23 176-03 177-04
PP 175-15 175-15 175-15 175-22
S1 174-21 174-21 175-23 175-02
S2 173-13 173-13 175-17
S3 171-11 172-19 175-11
S4 169-09 170-17 174-25
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 197-23 192-31 176-27
R3 189-27 185-03 174-21
R2 181-31 181-31 173-30
R1 177-07 177-07 173-07 175-21
PP 174-03 174-03 174-03 173-10
S1 169-11 169-11 171-25 167-25
S2 166-07 166-07 171-02
S3 158-11 161-15 170-11
S4 150-15 153-19 168-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176-09 170-30 5-11 3.0% 2-10 1.3% 93% True False 307,515
10 178-26 170-30 7-28 4.5% 1-29 1.1% 63% False False 291,036
20 180-28 170-30 9-30 5.6% 1-23 1.0% 50% False False 224,502
40 181-15 170-30 10-17 6.0% 1-22 1.0% 47% False False 112,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 185-02
2.618 181-22
1.618 179-20
1.000 178-11
0.618 177-18
HIGH 176-09
0.618 175-16
0.500 175-08
0.382 175-00
LOW 174-07
0.618 172-30
1.000 172-05
1.618 170-28
2.618 168-26
4.250 165-15
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 175-22 175-09
PP 175-15 174-20
S1 175-08 174-00

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

View Archives - Comment on this page... - Back to Index of Symbols