ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 178-02 177-11 -0-23 -0.4% 172-18
High 178-09 178-14 0-05 0.1% 178-13
Low 176-22 176-26 0-04 0.1% 171-23
Close 177-06 177-10 0-04 0.1% 177-06
Range 1-19 1-20 0-01 2.0% 6-22
ATR 1-28 1-27 -0-01 -0.9% 0-00
Volume 244,697 206,246 -38,451 -15.7% 1,355,510
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 182-13 181-15 178-07
R3 180-25 179-27 177-24
R2 179-05 179-05 177-20
R1 178-07 178-07 177-15 177-28
PP 177-17 177-17 177-17 177-11
S1 176-19 176-19 177-05 176-08
S2 175-29 175-29 177-00
S3 174-09 174-31 176-28
S4 172-21 173-11 176-13
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 195-27 193-06 180-28
R3 189-05 186-16 179-01
R2 182-15 182-15 178-13
R1 179-26 179-26 177-26 181-05
PP 175-25 175-25 175-25 176-14
S1 173-04 173-04 176-18 174-15
S2 169-03 169-03 175-31
S3 162-13 166-14 175-11
S4 155-23 159-24 173-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 178-14 173-00 5-14 3.1% 1-29 1.1% 79% True False 267,471
10 178-14 170-30 7-16 4.2% 2-01 1.1% 85% True False 284,264
20 179-18 170-30 8-20 4.9% 1-25 1.0% 74% False False 264,024
40 181-15 170-30 10-17 5.9% 1-22 1.0% 61% False False 132,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 185-11
2.618 182-22
1.618 181-02
1.000 180-02
0.618 179-14
HIGH 178-14
0.618 177-26
0.500 177-20
0.382 177-14
LOW 176-26
0.618 175-26
1.000 175-06
1.618 174-06
2.618 172-18
4.250 169-29
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 177-20 177-10
PP 177-17 177-09
S1 177-13 177-09

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

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