ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 178-01 179-07 1-06 0.7% 179-05
High 179-12 179-09 -0-03 -0.1% 179-17
Low 177-25 178-14 0-21 0.4% 177-09
Close 179-00 178-30 -0-02 0.0% 178-09
Range 1-19 0-27 -0-24 -47.1% 2-08
ATR 1-16 1-15 -0-02 -3.1% 0-00
Volume 201,678 216,441 14,763 7.3% 1,013,581
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 181-13 181-01 179-13
R3 180-18 180-06 179-05
R2 179-23 179-23 179-03
R1 179-11 179-11 179-00 179-04
PP 178-28 178-28 178-28 178-25
S1 178-16 178-16 178-28 178-08
S2 178-01 178-01 178-25
S3 177-06 177-21 178-23
S4 176-11 176-26 178-15
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-04 183-30 179-17
R3 182-28 181-22 178-29
R2 180-20 180-20 178-22
R1 179-14 179-14 178-16 178-29
PP 178-12 178-12 178-12 178-03
S1 177-06 177-06 178-02 176-21
S2 176-04 176-04 177-28
S3 173-28 174-30 177-21
S4 171-20 172-22 177-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 179-12 177-06 2-06 1.2% 1-09 0.7% 80% False False 218,185
10 179-17 176-13 3-04 1.7% 1-07 0.7% 81% False False 236,334
20 179-17 174-07 5-10 3.0% 1-13 0.8% 89% False False 240,672
40 180-28 170-30 9-30 5.6% 1-18 0.9% 81% False False 225,896
60 181-15 170-30 10-17 5.9% 1-18 0.9% 76% False False 150,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 182-28
2.618 181-16
1.618 180-21
1.000 180-04
0.618 179-26
HIGH 179-09
0.618 178-31
0.500 178-28
0.382 178-24
LOW 178-14
0.618 177-29
1.000 177-19
1.618 177-02
2.618 176-07
4.250 174-27
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 178-29 178-23
PP 178-28 178-16
S1 178-28 178-09

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

View Archives - Comment on this page... - Back to Index of Symbols