ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 175-25 173-28 -1-29 -1.1% 178-12
High 176-01 174-15 -1-18 -0.9% 178-26
Low 173-25 170-30 -2-27 -1.6% 170-30
Close 174-00 172-16 -1-16 -0.9% 172-16
Range 2-08 3-17 1-09 56.9% 7-28
ATR 1-22 1-26 0-04 7.9% 0-00
Volume 315,030 468,377 153,347 48.7% 1,499,879
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 183-07 181-13 174-14
R3 179-22 177-28 173-15
R2 176-05 176-05 173-05
R1 174-11 174-11 172-26 173-16
PP 172-20 172-20 172-20 172-07
S1 170-26 170-26 172-06 169-30
S2 169-03 169-03 171-27
S3 165-18 167-09 171-17
S4 162-01 163-24 170-18
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 197-23 192-31 176-27
R3 189-27 185-03 174-21
R2 181-31 181-31 173-30
R1 177-07 177-07 173-07 175-21
PP 174-03 174-03 174-03 173-10
S1 169-11 169-11 171-25 167-25
S2 166-07 166-07 171-02
S3 158-11 161-15 170-11
S4 150-15 153-19 168-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-26 170-30 7-28 4.6% 2-06 1.3% 20% False True 299,975
10 179-18 170-30 8-20 5.0% 1-26 1.0% 18% False True 339,938
20 180-28 170-30 9-30 5.8% 1-23 1.0% 16% False True 187,049
40 181-15 170-30 10-17 6.1% 1-20 0.9% 15% False True 93,683
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 0-11
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 189-15
2.618 183-23
1.618 180-06
1.000 178-00
0.618 176-21
HIGH 174-15
0.618 173-04
0.500 172-23
0.382 172-09
LOW 170-30
0.618 168-24
1.000 167-13
1.618 165-07
2.618 161-22
4.250 155-30
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 172-23 174-05
PP 172-20 173-19
S1 172-18 173-02

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

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