ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 180-03 179-24 -0-11 -0.2% 178-14
High 180-24 180-06 -0-18 -0.3% 181-14
Low 179-25 179-03 -0-22 -0.4% 177-06
Close 180-09 179-23 -0-18 -0.3% 179-26
Range 0-31 1-03 0-04 12.9% 4-08
ATR 1-15 1-15 -0-01 -1.4% 0-00
Volume 249,337 214,595 -34,742 -13.9% 1,194,485
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 182-30 182-14 180-10
R3 181-27 181-11 180-01
R2 180-24 180-24 179-29
R1 180-08 180-08 179-26 179-31
PP 179-21 179-21 179-21 179-17
S1 179-05 179-05 179-20 178-28
S2 178-18 178-18 179-17
S3 177-15 178-02 179-13
S4 176-12 176-31 179-04
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
5 181-14 178-19 2-27 1.6% 1-14 0.8% 40% False False 252,902
10 181-14 177-06 4-08 2.4% 1-12 0.8% 60% False False 235,543
20 181-14 175-09 6-05 3.4% 1-10 0.7% 72% False False 233,116
40 181-14 170-30 10-16 5.8% 1-17 0.8% 84% False False 256,827
60 181-15 170-30 10-17 5.9% 1-19 0.9% 83% False False 171,842
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
4.250 184-27
2.618 183-02
1.618 181-31
1.000 181-09
0.618 180-28
HIGH 180-06
0.618 179-25
0.500 179-21
0.382 179-16
LOW 179-03
0.618 178-13
1.000 178-00
1.618 177-10
2.618 176-07
4.250 174-14
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 179-22 179-28
PP 179-21 179-26
S1 179-21 179-25

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

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