ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 179-10 178-15 -0-27 -0.5% 177-24
High 179-17 178-16 -1-01 -0.6% 179-08
Low 178-07 177-15 -0-24 -0.4% 176-13
Close 178-18 178-04 -0-14 -0.2% 179-03
Range 1-10 1-01 -0-09 -21.4% 2-27
ATR 1-17 1-16 -0-01 -2.1% 0-00
Volume 315,518 278,149 -37,369 -11.8% 1,126,203
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 181-04 180-21 178-22
R3 180-03 179-20 178-13
R2 179-02 179-02 178-10
R1 178-19 178-19 178-07 178-10
PP 178-01 178-01 178-01 177-29
S1 177-18 177-18 178-01 177-09
S2 177-00 177-00 177-30
S3 175-31 176-17 177-27
S4 174-30 175-16 177-18
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 186-25 185-25 180-21
R3 183-30 182-30 179-28
R2 181-03 181-03 179-20
R1 180-03 180-03 179-11 180-19
PP 178-08 178-08 178-08 178-16
S1 177-08 177-08 178-27 177-24
S2 175-13 175-13 178-18
S3 172-18 174-13 178-10
S4 169-23 171-18 177-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-17 177-15 2-02 1.2% 1-01 0.6% 32% False True 256,804
10 179-17 175-30 3-19 2.0% 1-07 0.7% 61% False False 234,378
20 179-17 170-30 8-19 4.8% 1-20 0.9% 84% False False 263,472
40 180-28 170-30 9-30 5.6% 1-20 0.9% 72% False False 205,766
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
4.250 182-28
2.618 181-06
1.618 180-05
1.000 179-17
0.618 179-04
HIGH 178-16
0.618 178-03
0.500 178-00
0.382 177-28
LOW 177-15
0.618 176-27
1.000 176-14
1.618 175-26
2.618 174-25
4.250 173-03
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 178-03 178-16
PP 178-01 178-12
S1 178-00 178-08

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

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