ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 180-05 179-19 -0-18 -0.3% 178-14
High 181-14 180-07 -1-07 -0.7% 181-14
Low 179-17 178-31 -0-18 -0.3% 177-06
Close 179-26 179-20 -0-06 -0.1% 179-26
Range 1-29 1-08 -0-21 -34.4% 4-08
ATR 1-17 1-16 -0-01 -1.3% 0-00
Volume 267,219 214,909 -52,310 -19.6% 1,194,485
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-11 182-24 180-10
R3 182-03 181-16 179-31
R2 180-27 180-27 179-27
R1 180-08 180-08 179-24 180-18
PP 179-19 179-19 179-19 179-24
S1 179-00 179-00 179-16 179-10
S2 178-11 178-11 179-13
S3 177-03 177-24 179-09
S4 175-27 176-16 178-30
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 192-07 190-09 182-05
R3 187-31 186-01 180-31
R2 183-23 183-23 180-19
R1 181-25 181-25 180-06 182-24
PP 179-15 179-15 179-15 179-31
S1 177-17 177-17 179-14 178-16
S2 175-07 175-07 179-01
S3 170-31 173-09 178-21
S4 166-23 169-01 177-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-14 177-25 3-21 2.0% 1-16 0.8% 50% False False 243,739
10 181-14 177-06 4-08 2.4% 1-11 0.8% 57% False False 242,297
20 181-14 174-29 6-17 3.6% 1-12 0.8% 72% False False 237,194
40 181-14 170-30 10-16 5.8% 1-19 0.9% 83% False False 245,670
60 181-15 170-30 10-17 5.9% 1-19 0.9% 82% False False 164,111
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 3 trading days
Fibonacci Retracements and Extensions
4.250 185-17
2.618 183-16
1.618 182-08
1.000 181-15
0.618 181-00
HIGH 180-07
0.618 179-24
0.500 179-19
0.382 179-14
LOW 178-31
0.618 178-06
1.000 177-23
1.618 176-30
2.618 175-22
4.250 173-21
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 179-20 180-01
PP 179-19 179-28
S1 179-19 179-24

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

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