ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 180-08 180-11 0-03 0.1% 179-19
High 180-20 181-00 0-12 0.2% 180-24
Low 179-27 180-08 0-13 0.2% 178-31
Close 180-09 180-20 0-11 0.2% 179-23
Range 0-25 0-24 -0-01 -4.0% 1-25
ATR 1-10 1-09 -0-01 -3.0% 0-00
Volume 186,306 245,814 59,508 31.9% 1,014,202
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 182-28 182-16 181-01
R3 182-04 181-24 180-27
R2 181-12 181-12 180-24
R1 181-00 181-00 180-22 181-06
PP 180-20 180-20 180-20 180-23
S1 180-08 180-08 180-18 180-14
S2 179-28 179-28 180-16
S3 179-04 179-16 180-13
S4 178-12 178-24 180-07
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
5 181-00 179-16 1-16 0.8% 0-27 0.5% 75% True False 189,317
10 181-14 178-19 2-27 1.6% 1-05 0.6% 71% False False 221,109
20 181-14 176-13 5-01 2.8% 1-06 0.7% 84% False False 228,722
40 181-14 170-30 10-16 5.8% 1-15 0.8% 92% False False 252,442
60 181-14 170-30 10-16 5.8% 1-17 0.8% 92% False False 187,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-10
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 184-06
2.618 182-31
1.618 182-07
1.000 181-24
0.618 181-15
HIGH 181-00
0.618 180-23
0.500 180-20
0.382 180-17
LOW 180-08
0.618 179-25
1.000 179-16
1.618 179-01
2.618 178-09
4.250 177-02
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 180-20 180-17
PP 180-20 180-14
S1 180-20 180-11

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

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