ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 178-20 180-05 1-17 0.9% 178-14
High 180-18 181-14 0-28 0.5% 181-14
Low 178-19 179-17 0-30 0.5% 177-06
Close 180-12 179-26 -0-18 -0.3% 179-26
Range 1-31 1-29 -0-02 -3.2% 4-08
ATR 1-16 1-17 0-01 1.9% 0-00
Volume 318,450 267,219 -51,231 -16.1% 1,194,485
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-31 184-26 180-28
R3 184-02 182-29 180-11
R2 182-05 182-05 180-05
R1 181-00 181-00 180-00 180-20
PP 180-08 180-08 180-08 180-03
S1 179-03 179-03 179-20 178-23
S2 178-11 178-11 179-15
S3 176-14 177-06 179-09
S4 174-17 175-09 178-24
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 192-07 190-09 182-05
R3 187-31 186-01 180-31
R2 183-23 183-23 180-19
R1 181-25 181-25 180-06 182-24
PP 179-15 179-15 179-15 179-31
S1 177-17 177-17 179-14 178-16
S2 175-07 175-07 179-01
S3 170-31 173-09 178-21
S4 166-23 169-01 177-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-14 177-06 4-08 2.4% 1-19 0.9% 62% True False 238,897
10 181-14 177-06 4-08 2.4% 1-12 0.8% 62% True False 244,388
20 181-14 174-29 6-17 3.6% 1-13 0.8% 75% True False 238,684
40 181-14 170-30 10-16 5.8% 1-19 0.9% 85% True False 240,444
60 181-15 170-30 10-17 5.9% 1-20 0.9% 84% False False 160,529
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 False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 189-17
2.618 186-14
1.618 184-17
1.000 183-11
0.618 182-20
HIGH 181-14
0.618 180-23
0.500 180-16
0.382 180-08
LOW 179-17
0.618 178-11
1.000 177-20
1.618 176-14
2.618 174-17
4.250 171-14
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 180-16 179-30
PP 180-08 179-29
S1 180-01 179-27

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

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