ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 179-07 178-20 -0-19 -0.3% 179-05
High 179-09 180-18 1-09 0.7% 179-17
Low 178-14 178-19 0-05 0.1% 177-09
Close 178-30 180-12 1-14 0.8% 178-09
Range 0-27 1-31 1-04 133.3% 2-08
ATR 1-15 1-16 0-01 2.5% 0-00
Volume 216,441 318,450 102,009 47.1% 1,013,581
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-24 185-01 181-15
R3 183-25 183-02 180-29
R2 181-26 181-26 180-24
R1 181-03 181-03 180-18 181-14
PP 179-27 179-27 179-27 180-01
S1 179-04 179-04 180-06 179-16
S2 177-28 177-28 180-00
S3 175-29 177-05 179-27
S4 173-30 175-06 179-09
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
5 180-18 177-06 3-12 1.9% 1-15 0.8% 94% True False 226,245
10 180-18 177-06 3-12 1.9% 1-08 0.7% 94% True False 241,525
20 180-18 174-29 5-21 3.1% 1-13 0.8% 97% True False 243,155
40 180-28 170-30 9-30 5.5% 1-18 0.9% 95% False False 233,828
60 181-15 170-30 10-17 5.8% 1-19 0.9% 90% False False 156,076
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 0-06
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 188-30
2.618 185-23
1.618 183-24
1.000 182-17
0.618 181-25
HIGH 180-18
0.618 179-26
0.500 179-19
0.382 179-11
LOW 178-19
0.618 177-12
1.000 176-20
1.618 175-13
2.618 173-14
4.250 170-07
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 180-04 179-31
PP 179-27 179-18
S1 179-19 179-06

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

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