ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 181-12 182-04 0-24 0.4% 181-00
High 182-15 182-26 0-11 0.2% 182-26
Low 181-10 181-21 0-11 0.2% 179-30
Close 182-10 182-09 -0-01 0.0% 182-09
Range 1-05 1-05 0-00 0.0% 2-28
ATR 1-07 1-07 0-00 -0.4% 0-00
Volume 238,489 361,448 122,959 51.6% 1,257,067
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-23 185-05 182-29
R3 184-18 184-00 182-19
R2 183-13 183-13 182-16
R1 182-27 182-27 182-12 183-04
PP 182-08 182-08 182-08 182-13
S1 181-22 181-22 182-06 181-31
S2 181-03 181-03 182-02
S3 179-30 180-17 181-31
S4 178-25 179-12 181-21
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 190-10 189-05 183-28
R3 187-14 186-09 183-02
R2 184-18 184-18 182-26
R1 183-13 183-13 182-17 184-00
PP 181-22 181-22 181-22 181-31
S1 180-17 180-17 182-01 181-04
S2 178-26 178-26 181-24
S3 175-30 177-21 181-16
S4 173-02 174-25 180-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 182-26 179-30 2-28 1.6% 1-06 0.7% 82% True False 251,413
10 182-26 179-22 3-04 1.7% 1-01 0.6% 83% True False 237,443
20 182-26 177-06 5-20 3.1% 1-06 0.6% 91% True False 229,156
40 182-26 170-30 11-28 6.5% 1-12 0.8% 96% True False 243,537
60 182-26 170-30 11-28 6.5% 1-15 0.8% 96% True False 216,924
80 182-26 170-30 11-28 6.5% 1-15 0.8% 96% True False 162,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 187-23
2.618 185-27
1.618 184-22
1.000 183-31
0.618 183-17
HIGH 182-26
0.618 182-12
0.500 182-08
0.382 182-03
LOW 181-21
0.618 180-30
1.000 180-16
1.618 179-25
2.618 178-20
4.250 176-24
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 182-09 182-05
PP 182-08 182-00
S1 182-08 181-28

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

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