ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 173-28 172-18 -1-10 -0.8% 178-12
High 174-15 173-13 -1-02 -0.6% 178-26
Low 170-30 171-23 0-25 0.5% 170-30
Close 172-16 172-28 0-12 0.2% 172-16
Range 3-17 1-22 -1-27 -52.2% 7-28
ATR 1-26 1-25 0-00 -0.5% 0-00
Volume 468,377 224,398 -243,979 -52.1% 1,499,879
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 177-23 177-00 173-26
R3 176-01 175-10 173-11
R2 174-11 174-11 173-06
R1 173-20 173-20 173-01 174-00
PP 172-21 172-21 172-21 172-27
S1 171-30 171-30 172-23 172-10
S2 170-31 170-31 172-18
S3 169-09 170-08 172-13
S4 167-19 168-18 171-30
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
5 178-01 170-30 7-03 4.1% 2-05 1.3% 27% False False 301,057
10 178-29 170-30 7-31 4.6% 1-27 1.1% 24% False False 341,751
20 180-28 170-30 9-30 5.7% 1-22 1.0% 19% False False 198,197
40 181-15 170-30 10-17 6.1% 1-20 0.9% 18% False False 99,293
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 180-19
2.618 177-26
1.618 176-04
1.000 175-03
0.618 174-14
HIGH 173-13
0.618 172-24
0.500 172-18
0.382 172-12
LOW 171-23
0.618 170-22
1.000 170-01
1.618 169-00
2.618 167-10
4.250 164-18
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 172-25 173-16
PP 172-21 173-09
S1 172-18 173-03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.