ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 177-00 177-24 0-24 0.4% 178-05
High 177-20 178-10 0-22 0.4% 180-28
Low 176-10 177-00 0-22 0.4% 176-31
Close 177-03 178-03 1-00 0.6% 179-13
Range 1-10 1-10 0-00 0.0% 3-29
ATR 1-24 1-23 -0-01 -1.8% 0-00
Volume 8,329 80,068 71,739 861.3% 20,828
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 181-24 181-07 178-26
R3 180-14 179-29 178-15
R2 179-04 179-04 178-11
R1 178-19 178-19 178-07 178-28
PP 177-26 177-26 177-26 177-30
S1 177-09 177-09 177-31 177-18
S2 176-16 176-16 177-27
S3 175-06 175-31 177-23
S4 173-28 174-21 177-12
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 190-26 189-00 181-18
R3 186-29 185-03 180-15
R2 183-00 183-00 180-04
R1 181-06 181-06 179-24 182-03
PP 179-03 179-03 179-03 179-17
S1 177-09 177-09 179-02 178-06
S2 175-06 175-06 178-22
S3 171-09 173-12 178-11
S4 167-12 169-15 177-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-28 176-10 4-18 2.6% 1-25 1.0% 39% False False 22,382
10 180-28 176-10 4-18 2.6% 1-25 1.0% 39% False False 12,098
20 181-04 176-10 4-26 2.7% 1-21 0.9% 37% False False 6,291
Crabel Price Patterns
NR False
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 0-13
Fibonacci Retracements and Extensions
4.250 183-28
2.618 181-24
1.618 180-14
1.000 179-20
0.618 179-04
HIGH 178-10
0.618 177-26
0.500 177-21
0.382 177-16
LOW 177-00
0.618 176-06
1.000 175-22
1.618 174-28
2.618 173-18
4.250 171-14
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 177-30 178-01
PP 177-26 177-31
S1 177-21 177-30

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

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