ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 180-11 180-17 0-06 0.1% 179-19
High 181-00 181-10 0-10 0.2% 180-24
Low 180-08 180-16 0-08 0.1% 178-31
Close 180-20 181-03 0-15 0.3% 179-23
Range 0-24 0-26 0-02 8.3% 1-25
ATR 1-09 1-08 -0-01 -2.6% 0-00
Volume 245,814 257,395 11,581 4.7% 1,014,202
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-13 183-02 181-17
R3 182-19 182-08 181-10
R2 181-25 181-25 181-08
R1 181-14 181-14 181-05 181-20
PP 180-31 180-31 180-31 181-02
S1 180-20 180-20 181-01 180-26
S2 180-05 180-05 180-30
S3 179-11 179-26 180-28
S4 178-17 179-00 180-21
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 185-05 184-07 180-22
R3 183-12 182-14 180-07
R2 181-19 181-19 180-01
R1 180-21 180-21 179-28 181-04
PP 179-26 179-26 179-26 180-02
S1 178-28 178-28 179-18 179-11
S2 178-01 178-01 179-13
S3 176-08 177-03 179-07
S4 174-15 175-10 178-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-10 179-19 1-23 0.9% 0-26 0.5% 87% True False 205,263
10 181-14 178-31 2-15 1.4% 1-01 0.6% 86% False False 215,004
20 181-14 177-06 4-08 2.3% 1-04 0.6% 92% False False 228,264
40 181-14 170-30 10-16 5.8% 1-14 0.8% 97% False False 248,087
60 181-14 170-30 10-16 5.8% 1-16 0.8% 97% False False 191,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 184-24
2.618 183-14
1.618 182-20
1.000 182-04
0.618 181-26
HIGH 181-10
0.618 181-00
0.500 180-29
0.382 180-26
LOW 180-16
0.618 180-00
1.000 179-22
1.618 179-06
2.618 178-12
4.250 177-02
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 181-01 180-30
PP 180-31 180-24
S1 180-29 180-19

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

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