ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 06-May-2020

Day Change Summary
	Previous	Current
	05-May-2020	06-May-2020	Change	Change %	Previous Week
Open	178-30	178-19	-0-11	-0.2%	180-19
High	179-08	178-23	-0-17	-0.3%	181-04
Low	178-01	176-19	-1-14	-0.8%	178-21
Close	178-25	177-07	-1-18	-0.9%	179-02
Range	1-07	2-04	0-29	74.4%	2-15
ATR	1-20	1-21	0-01	2.5%	0-00
Volume	1,967	2,258	291	14.8%	529

Daily Pivots for day following 06-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-28	182-22	178-12
R3	181-24	180-18	177-26
R2	179-20	179-20	177-19
R1	178-14	178-14	177-13	177-31
PP	177-16	177-16	177-16	177-09
S1	176-10	176-10	177-01	175-27
S2	175-12	175-12	176-27
S3	173-08	174-06	176-20
S4	171-04	172-02	176-02

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	187-01	185-16	180-13
R3	184-18	183-01	179-24
R2	182-03	182-03	179-16
R1	180-18	180-18	179-09	180-03
PP	179-20	179-20	179-20	179-12
S1	178-03	178-03	178-27	177-20
S2	177-05	177-05	178-20
S3	174-22	175-20	178-12
S4	172-07	173-05	177-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180-16	176-19	3-29	2.2%	1-19	0.9%	16%	False	True	933
10	181-04	176-19	4-17	2.6%	1-17	0.9%	14%	False	True	483
20	181-15	175-29	5-18	3.1%	1-16	0.9%	24%	False	False	249

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	187-24
2.618	184-09
1.618	182-05
1.000	180-27
0.618	180-01
HIGH	178-23
0.618	177-29
0.500	177-21
0.382	177-13
LOW	176-19
0.618	175-09
1.000	174-15
1.618	173-05
2.618	171-01
4.250	167-18

Fisher Pivots for day following 06-May-2020
Pivot	1 day	3 day
R1	177-21	178-13
PP	177-16	178-00
S1	177-12	177-20

Download as Excel Spreadsheet

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

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