ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 181-16 181-12 -0-04 -0.1% 179-22
High 181-20 182-15 0-27 0.5% 181-30
Low 180-29 181-10 0-13 0.2% 179-22
Close 181-09 182-10 1-01 0.6% 181-03
Range 0-23 1-05 0-14 60.9% 2-08
ATR 1-07 1-07 0-00 -0.2% 0-00
Volume 214,198 238,489 24,291 11.3% 1,117,368
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-16 185-02 182-30
R3 184-11 183-29 182-20
R2 183-06 183-06 182-17
R1 182-24 182-24 182-13 182-31
PP 182-01 182-01 182-01 182-05
S1 181-19 181-19 182-07 181-26
S2 180-28 180-28 182-03
S3 179-23 180-14 182-00
S4 178-18 179-09 181-22
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
5 182-15 179-30 2-17 1.4% 1-06 0.7% 94% True False 228,873
10 182-15 179-19 2-28 1.6% 1-00 0.6% 95% True False 217,068
20 182-15 177-06 5-09 2.9% 1-06 0.6% 97% True False 221,281
40 182-15 170-30 11-17 6.3% 1-13 0.8% 99% True False 242,377
60 182-15 170-30 11-17 6.3% 1-15 0.8% 99% True False 210,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 187-12
2.618 185-16
1.618 184-11
1.000 183-20
0.618 183-06
HIGH 182-15
0.618 182-01
0.500 181-29
0.382 181-24
LOW 181-10
0.618 180-19
1.000 180-05
1.618 179-14
2.618 178-09
4.250 176-13
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 182-06 181-30
PP 182-01 181-18
S1 181-29 181-07

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

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