ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 179-21 180-02 0-13 0.2% 179-19
High 180-15 180-18 0-03 0.1% 180-24
Low 179-16 179-19 0-03 0.1% 178-31
Close 180-07 179-23 -0-16 -0.3% 179-23
Range 0-31 0-31 0-00 0.0% 1-25
ATR 1-14 1-13 -0-01 -2.3% 0-00
Volume 177,664 157,697 -19,967 -11.2% 1,014,202
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 182-28 182-08 180-08
R3 181-29 181-09 180-00
R2 180-30 180-30 179-29
R1 180-10 180-10 179-26 180-05
PP 179-31 179-31 179-31 179-28
S1 179-11 179-11 179-20 179-06
S2 179-00 179-00 179-17
S3 178-01 178-12 179-14
S4 177-02 177-13 179-06
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-05 184-07 180-22
R3 183-12 182-14 180-07
R2 181-19 181-19 180-01
R1 180-21 180-21 179-28 181-04
PP 179-26 179-26 179-26 180-02
S1 178-28 178-28 179-18 179-11
S2 178-01 178-01 179-13
S3 176-08 177-03 179-07
S4 174-15 175-10 178-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-24 178-31 1-25 1.0% 1-02 0.6% 42% False False 202,840
10 181-14 177-06 4-08 2.4% 1-10 0.7% 60% False False 220,868
20 181-14 176-02 5-12 3.0% 1-08 0.7% 68% False False 227,774
40 181-14 170-30 10-16 5.8% 1-16 0.8% 84% False False 263,001
60 181-14 170-30 10-16 5.8% 1-18 0.9% 84% False False 177,431
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 184-22
2.618 183-03
1.618 182-04
1.000 181-17
0.618 181-05
HIGH 180-18
0.618 180-06
0.500 180-03
0.382 179-31
LOW 179-19
0.618 179-00
1.000 178-20
1.618 178-01
2.618 177-02
4.250 175-15
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 180-03 179-27
PP 179-31 179-25
S1 179-27 179-24

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

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