ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 178-09 178-14 0-05 0.1% 179-05
High 178-18 178-28 0-10 0.2% 179-17
Low 177-09 177-06 -0-03 -0.1% 177-09
Close 178-09 177-31 -0-10 -0.2% 178-09
Range 1-09 1-22 0-13 31.7% 2-08
ATR 1-16 1-16 0-00 1.0% 0-00
Volume 203,962 190,697 -13,265 -6.5% 1,013,581
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-02 182-07 178-29
R3 181-12 180-17 178-14
R2 179-22 179-22 178-09
R1 178-27 178-27 178-04 178-14
PP 178-00 178-00 178-00 177-26
S1 177-05 177-05 177-26 176-24
S2 176-10 176-10 177-21
S3 174-20 175-15 177-16
S4 172-30 173-25 177-01
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-04 183-30 179-17
R3 182-28 181-22 178-29
R2 180-20 180-20 178-22
R1 179-14 179-14 178-16 178-29
PP 178-12 178-12 178-12 178-03
S1 177-06 177-06 178-02 176-21
S2 176-04 176-04 177-28
S3 173-28 174-30 177-21
S4 171-20 172-22 177-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-17 177-06 2-11 1.3% 1-06 0.7% 33% False True 240,855
10 179-17 176-13 3-04 1.8% 1-07 0.7% 50% False False 233,048
20 179-17 171-23 7-26 4.4% 1-15 0.8% 80% False False 244,035
40 180-28 170-30 9-30 5.6% 1-19 0.9% 71% False False 215,542
60 181-15 170-30 10-17 5.9% 1-18 0.9% 67% False False 143,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 186-02
2.618 183-09
1.618 181-19
1.000 180-18
0.618 179-29
HIGH 178-28
0.618 178-07
0.500 178-01
0.382 177-27
LOW 177-06
0.618 176-05
1.000 175-16
1.618 174-15
2.618 172-25
4.250 170-00
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 178-01 178-01
PP 178-00 178-00
S1 178-00 178-00

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

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