ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 177-06 175-25 -1-13 -0.8% 178-19
High 177-12 176-01 -1-11 -0.8% 178-29
Low 175-03 173-25 -1-10 -0.7% 176-19
Close 175-16 174-00 -1-16 -0.9% 178-12
Range 2-09 2-08 -0-01 -1.4% 2-10
ATR 1-20 1-22 0-01 2.7% 0-00
Volume 317,519 315,030 -2,489 -0.8% 1,693,242
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 181-11 179-30 175-08
R3 179-03 177-22 174-20
R2 176-27 176-27 174-13
R1 175-14 175-14 174-07 175-01
PP 174-19 174-19 174-19 174-13
S1 173-06 173-06 173-25 172-25
S2 172-11 172-11 173-19
S3 170-03 170-30 173-12
S4 167-27 168-22 172-24
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 184-29 183-30 179-21
R3 182-19 181-20 179-00
R2 180-09 180-09 178-26
R1 179-10 179-10 178-19 178-21
PP 177-31 177-31 177-31 177-20
S1 177-00 177-00 178-05 176-11
S2 175-21 175-21 177-30
S3 173-11 174-22 177-24
S4 171-01 172-12 177-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-26 173-25 5-01 2.9% 1-23 1.0% 4% False True 282,669
10 179-18 173-25 5-25 3.3% 1-17 0.9% 4% False True 315,297
20 180-28 173-25 7-03 4.1% 1-21 1.0% 3% False True 163,698
40 181-15 173-25 7-22 4.4% 1-19 0.9% 3% False True 81,974
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
4.250 185-19
2.618 181-29
1.618 179-21
1.000 178-09
0.618 177-13
HIGH 176-01
0.618 175-05
0.500 174-29
0.382 174-21
LOW 173-25
0.618 172-13
1.000 171-17
1.618 170-05
2.618 167-29
4.250 164-07
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 174-29 175-29
PP 174-19 175-09
S1 174-10 174-20

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

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