ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 180-15 181-16 1-01 0.6% 179-22
High 181-19 181-20 0-01 0.0% 181-30
Low 179-30 180-29 0-31 0.5% 179-22
Close 181-14 181-09 -0-05 -0.1% 181-03
Range 1-21 0-23 -0-30 -56.6% 2-08
ATR 1-08 1-07 -0-01 -3.1% 0-00
Volume 233,614 214,198 -19,416 -8.3% 1,117,368
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 183-14 183-02 181-22
R3 182-23 182-11 181-15
R2 182-00 182-00 181-13
R1 181-20 181-20 181-11 181-15
PP 181-09 181-09 181-09 181-06
S1 180-29 180-29 181-07 180-24
S2 180-18 180-18 181-05
S3 179-27 180-06 181-03
S4 179-04 179-15 180-28
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
5 181-30 179-30 2-00 1.1% 1-04 0.6% 67% False False 232,654
10 181-30 179-16 2-14 1.3% 1-00 0.5% 73% False False 210,985
20 181-30 177-06 4-24 2.6% 1-06 0.6% 86% False False 223,264
40 181-30 170-30 11-00 6.1% 1-14 0.8% 94% False False 244,353
60 181-30 170-30 11-00 6.1% 1-16 0.8% 94% False False 206,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 184-22
2.618 183-16
1.618 182-25
1.000 182-11
0.618 182-02
HIGH 181-20
0.618 181-11
0.500 181-09
0.382 181-06
LOW 180-29
0.618 180-15
1.000 180-06
1.618 179-24
2.618 179-01
4.250 177-27
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 181-09 181-04
PP 181-09 180-31
S1 181-09 180-26

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

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