ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 178-14 178-01 -0-13 -0.2% 179-05
High 178-28 179-12 0-16 0.3% 179-17
Low 177-06 177-25 0-19 0.3% 177-09
Close 177-31 179-00 1-01 0.6% 178-09
Range 1-22 1-19 -0-03 -5.6% 2-08
ATR 1-16 1-16 0-00 0.4% 0-00
Volume 190,697 201,678 10,981 5.8% 1,013,581
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-16 182-27 179-28
R3 181-29 181-08 179-14
R2 180-10 180-10 179-09
R1 179-21 179-21 179-05 179-31
PP 178-23 178-23 178-23 178-28
S1 178-02 178-02 178-27 178-13
S2 177-04 177-04 178-23
S3 175-17 176-15 178-18
S4 173-30 174-28 178-04
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% 1-12 0.8% 77% False False 238,000
10 179-17 176-13 3-04 1.7% 1-09 0.7% 83% False False 235,326
20 179-17 173-00 6-17 3.6% 1-15 0.8% 92% False False 242,899
40 180-28 170-30 9-30 5.6% 1-18 0.9% 81% False False 220,548
60 181-15 170-30 10-17 5.9% 1-19 0.9% 77% False False 147,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 186-05
2.618 183-18
1.618 181-31
1.000 180-31
0.618 180-12
HIGH 179-12
0.618 178-25
0.500 178-19
0.382 178-12
LOW 177-25
0.618 176-25
1.000 176-06
1.618 175-06
2.618 173-19
4.250 171-00
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 178-28 178-24
PP 178-23 178-17
S1 178-19 178-09

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

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