ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 08-May-2020

Day Change Summary
	Previous	Current
	07-May-2020	08-May-2020	Change	Change %	Previous Week
Open	177-22	179-10	1-20	0.9%	180-02
High	179-26	180-11	0-17	0.3%	180-11
Low	177-07	178-01	0-26	0.5%	176-19
Close	179-20	178-06	-1-14	-0.8%	178-06
Range	2-19	2-10	-0-09	-10.8%	3-24
ATR	1-23	1-25	0-01	2.4%	0-00
Volume	1,353	1,430	77	5.7%	7,038

Daily Pivots for day following 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	185-25	184-10	179-15
R3	183-15	182-00	178-26
R2	181-05	181-05	178-20
R1	179-22	179-22	178-13	179-09
PP	178-27	178-27	178-27	178-21
S1	177-12	177-12	177-31	176-31
S2	176-17	176-17	177-24
S3	174-07	175-02	177-18
S4	171-29	172-24	176-29

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	189-20	187-21	180-08
R3	185-28	183-29	179-07
R2	182-04	182-04	178-28
R1	180-05	180-05	178-17	179-09
PP	178-12	178-12	178-12	177-30
S1	176-13	176-13	177-27	175-17
S2	174-20	174-20	177-16
S3	170-28	172-21	177-05
S4	167-04	168-29	176-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180-11	176-19	3-24	2.1%	1-29	1.1%	42%	True	False	1,407
10	181-04	176-19	4-17	2.5%	1-27	1.0%	35%	False	False	756
20	181-15	175-29	5-18	3.1%	1-19	0.9%	41%	False	False	388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	190-06
2.618	186-13
1.618	184-03
1.000	182-21
0.618	181-25
HIGH	180-11
0.618	179-15
0.500	179-06
0.382	178-29
LOW	178-01
0.618	176-19
1.000	175-23
1.618	174-09
2.618	171-31
4.250	168-07

Fisher Pivots for day following 08-May-2020
Pivot	1 day	3 day
R1	179-06	178-15
PP	178-27	178-12
S1	178-17	178-09

Download as Excel Spreadsheet

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

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