ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	177-06	176-26	-0-12	-0.2%	177-11
High	177-30	178-04	0-06	0.1%	178-14
Low	176-16	176-13	-0-03	-0.1%	174-29
Close	176-30	177-28	0-30	0.5%	177-09
Range	1-14	1-23	0-09	19.6%	3-17
ATR	1-23	1-23	0-00	0.0%	0-00
Volume	206,358	266,546	60,188	29.2%	1,194,717

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-20	181-31	178-26
R3	180-29	180-08	178-11
R2	179-06	179-06	178-06
R1	178-17	178-17	178-01	178-27
PP	177-15	177-15	177-15	177-20
S1	176-26	176-26	177-23	177-05
S2	175-24	175-24	177-18
S3	174-01	175-03	177-13
S4	172-10	173-12	176-30

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	187-15	185-29	179-07
R3	183-30	182-12	178-08
R2	180-13	180-13	177-30
R1	178-27	178-27	177-19	177-28
PP	176-28	176-28	176-28	176-12
S1	175-10	175-10	176-31	174-11
S2	173-11	173-11	176-20
S3	169-26	171-25	176-10
S4	166-09	168-08	175-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-04	175-30	2-06	1.2%	1-14	0.8%	89%	True	False	211,951
10	178-14	174-29	3-17	2.0%	1-18	0.9%	84%	False	False	244,785
20	178-26	170-30	7-28	4.4%	1-24	1.0%	88%	False	False	267,911
40	181-04	170-30	10-06	5.7%	1-22	1.0%	68%	False	False	173,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	185-14
2.618	182-20
1.618	180-29
1.000	179-27
0.618	179-06
HIGH	178-04
0.618	177-15
0.500	177-09
0.382	177-02
LOW	176-13
0.618	175-11
1.000	174-22
1.618	173-20
2.618	171-29
4.250	169-03

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	177-22	177-22
PP	177-15	177-15
S1	177-09	177-09

Download as Excel Spreadsheet

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

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