ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 07-May-2020

Day Change Summary
	Previous	Current
	06-May-2020	07-May-2020	Change	Change %	Previous Week
Open	178-19	177-22	-0-29	-0.5%	180-19
High	178-23	179-26	1-03	0.6%	181-04
Low	176-19	177-07	0-20	0.4%	178-21
Close	177-07	179-20	2-13	1.4%	179-02
Range	2-04	2-19	0-15	22.1%	2-15
ATR	1-21	1-23	0-02	4.0%	0-00
Volume	2,258	1,353	-905	-40.1%	529

Daily Pivots for day following 07-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	186-21	185-24	181-02
R3	184-02	183-05	180-11
R2	181-15	181-15	180-03
R1	180-18	180-18	179-28	181-00
PP	178-28	178-28	178-28	179-04
S1	177-31	177-31	179-12	178-14
S2	176-09	176-09	179-05
S3	173-22	175-12	178-29
S4	171-03	172-25	178-06

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	180-06	176-19	3-19	2.0%	1-24	1.0%	84%	False	False	1,155
10	181-04	176-19	4-17	2.5%	1-22	0.9%	67%	False	False	615
20	181-15	175-29	5-18	3.1%	1-17	0.9%	67%	False	False	317

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	0-11
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	190-27
2.618	186-19
1.618	184-00
1.000	182-13
0.618	181-13
HIGH	179-26
0.618	178-26
0.500	178-17
0.382	178-07
LOW	177-07
0.618	175-20
1.000	174-20
1.618	173-01
2.618	170-14
4.250	166-06

Fisher Pivots for day following 07-May-2020
Pivot	1 day	3 day
R1	179-08	179-05
PP	178-28	178-22
S1	178-17	178-07

Download as Excel Spreadsheet

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

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