ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 181-00 180-15 -0-17 -0.3% 179-22
High 181-21 181-19 -0-02 0.0% 181-30
Low 180-13 179-30 -0-15 -0.3% 179-22
Close 180-21 181-14 0-25 0.4% 181-03
Range 1-08 1-21 0-13 32.5% 2-08
ATR 1-08 1-08 0-01 2.4% 0-00
Volume 209,318 233,614 24,296 11.6% 1,117,368
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-31 185-11 182-11
R3 184-10 183-22 181-29
R2 182-21 182-21 181-24
R1 182-01 182-01 181-19 182-11
PP 181-00 181-00 181-00 181-05
S1 180-12 180-12 181-09 180-22
S2 179-11 179-11 181-04
S3 177-22 178-23 180-31
S4 176-01 177-02 180-17
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
5 181-30 179-30 2-00 1.1% 1-04 0.6% 75% False True 238,978
10 181-30 179-03 2-27 1.6% 1-01 0.6% 82% False False 211,025
20 181-30 177-06 4-24 2.6% 1-07 0.7% 89% False False 228,330
40 181-30 170-30 11-00 6.1% 1-14 0.8% 95% False False 243,497
60 181-30 170-30 11-00 6.1% 1-16 0.8% 95% False False 203,426
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 12 trading days
Fibonacci Retracements and Extensions
4.250 188-20
2.618 185-30
1.618 184-09
1.000 183-08
0.618 182-20
HIGH 181-19
0.618 180-31
0.500 180-25
0.382 180-18
LOW 179-30
0.618 178-29
1.000 178-09
1.618 177-08
2.618 175-19
4.250 172-29
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 181-07 181-09
PP 181-00 181-03
S1 180-25 180-30

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

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