ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 180-02 179-22 -0-12 -0.2% 179-19
High 180-18 180-15 -0-03 -0.1% 180-24
Low 179-19 179-22 0-03 0.1% 178-31
Close 179-23 180-00 0-09 0.2% 179-23
Range 0-31 0-25 -0-06 -19.3% 1-25
ATR 1-13 1-11 -0-01 -3.1% 0-00
Volume 157,697 179,104 21,407 13.6% 1,014,202
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 182-13 181-31 180-14
R3 181-20 181-06 180-07
R2 180-27 180-27 180-05
R1 180-13 180-13 180-02 180-20
PP 180-02 180-02 180-02 180-05
S1 179-20 179-20 179-30 179-27
S2 179-09 179-09 179-27
S3 178-16 178-27 179-25
S4 177-23 178-02 179-18
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
5 180-24 179-03 1-21 0.9% 0-31 0.5% 55% False False 195,679
10 181-14 177-25 3-21 2.0% 1-07 0.7% 61% False False 219,709
20 181-14 176-13 5-01 2.8% 1-07 0.7% 71% False False 226,378
40 181-14 170-30 10-16 5.8% 1-16 0.8% 86% False False 261,929
60 181-14 170-30 10-16 5.8% 1-18 0.9% 86% False False 180,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 183-25
2.618 182-16
1.618 181-23
1.000 181-08
0.618 180-30
HIGH 180-15
0.618 180-05
0.500 180-03
0.382 180-00
LOW 179-22
0.618 179-07
1.000 178-29
1.618 178-14
2.618 177-21
4.250 176-12
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 180-03 180-01
PP 180-02 180-01
S1 180-01 180-00

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

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