ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 180-17 181-09 0-24 0.4% 179-22
High 181-10 181-30 0-20 0.3% 181-30
Low 180-16 180-23 0-07 0.1% 179-22
Close 181-03 181-03 0-00 0.0% 181-03
Range 0-26 1-07 0-13 50.0% 2-08
ATR 1-08 1-07 0-00 -0.1% 0-00
Volume 257,395 248,749 -8,646 -3.4% 1,117,368
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 184-29 184-07 181-24
R3 183-22 183-00 181-14
R2 182-15 182-15 181-10
R1 181-25 181-25 181-07 181-17
PP 181-08 181-08 181-08 181-04
S1 180-18 180-18 180-31 180-10
S2 180-01 180-01 180-28
S3 178-26 179-11 180-24
S4 177-19 178-04 180-14
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 187-21 186-20 182-11
R3 185-13 184-12 181-23
R2 183-05 183-05 181-16
R1 182-04 182-04 181-10 182-21
PP 180-29 180-29 180-29 181-05
S1 179-28 179-28 180-28 180-13
S2 178-21 178-21 180-22
S3 176-13 177-20 180-15
S4 174-05 175-12 179-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-30 179-22 2-08 1.2% 0-28 0.5% 63% True False 223,473
10 181-30 178-31 2-31 1.6% 0-31 0.5% 72% True False 213,157
20 181-30 177-06 4-24 2.6% 1-05 0.6% 82% True False 228,772
40 181-30 170-30 11-00 6.1% 1-14 0.8% 92% True False 247,444
60 181-30 170-30 11-00 6.1% 1-16 0.8% 92% True False 196,051
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 0-10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 187-04
2.618 185-04
1.618 183-29
1.000 183-05
0.618 182-22
HIGH 181-30
0.618 181-15
0.500 181-11
0.382 181-06
LOW 180-23
0.618 179-31
1.000 179-16
1.618 178-24
2.618 177-17
4.250 175-17
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 181-11 181-03
PP 181-08 181-03
S1 181-06 181-03

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

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