ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 181-09 181-00 -0-09 -0.2% 179-22
High 181-30 181-21 -0-09 -0.2% 181-30
Low 180-23 180-13 -0-10 -0.2% 179-22
Close 181-03 180-21 -0-14 -0.2% 181-03
Range 1-07 1-08 0-01 2.6% 2-08
ATR 1-07 1-08 0-00 0.1% 0-00
Volume 248,749 209,318 -39,431 -15.9% 1,117,368
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 184-21 183-29 181-11
R3 183-13 182-21 181-00
R2 182-05 182-05 180-28
R1 181-13 181-13 180-25 181-05
PP 180-29 180-29 180-29 180-25
S1 180-05 180-05 180-17 179-29
S2 179-21 179-21 180-14
S3 178-13 178-29 180-10
S4 177-05 177-21 179-31
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 187-21 186-20 182-11
R3 185-13 184-12 181-23
R2 183-05 183-05 181-16
R1 182-04 182-04 181-10 182-21
PP 180-29 180-29 180-29 181-05
S1 179-28 179-28 180-28 180-13
S2 178-21 178-21 180-22
S3 176-13 177-20 180-15
S4 174-05 175-12 179-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 181-30 179-27 2-03 1.2% 0-31 0.5% 39% False False 229,516
10 181-30 179-03 2-27 1.6% 0-31 0.5% 55% False False 212,597
20 181-30 177-06 4-24 2.6% 1-05 0.6% 73% False False 227,447
40 181-30 170-30 11-00 6.1% 1-14 0.8% 88% False False 243,131
60 181-30 170-30 11-00 6.1% 1-16 0.8% 88% False False 199,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 186-31
2.618 184-30
1.618 183-22
1.000 182-29
0.618 182-14
HIGH 181-21
0.618 181-06
0.500 181-01
0.382 180-28
LOW 180-13
0.618 179-20
1.000 179-05
1.618 178-12
2.618 177-04
4.250 175-03
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 181-01 181-06
PP 180-29 181-00
S1 180-25 180-27

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

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