ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 14-May-2020

Day Change Summary
	Previous	Current
	13-May-2020	14-May-2020	Change	Change %	Previous Week
Open	178-15	179-00	0-17	0.3%	180-02
High	179-16	180-16	1-00	0.6%	180-11
Low	178-13	178-28	0-15	0.3%	176-19
Close	179-04	180-03	0-31	0.5%	178-06
Range	1-03	1-20	0-17	48.6%	3-24
ATR	1-23	1-22	0-00	-0.3%	0-00
Volume	2,605	5,837	3,232	124.1%	7,038

Daily Pivots for day following 14-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-22	184-01	181-00
R3	183-02	182-13	180-17
R2	181-14	181-14	180-13
R1	180-25	180-25	180-08	181-04
PP	179-26	179-26	179-26	180-00
S1	179-05	179-05	179-30	179-16
S2	178-06	178-06	179-25
S3	176-18	177-17	179-21
S4	174-30	175-29	179-06

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	180-16	176-31	3-17	2.0%	1-19	0.9%	88%	True	False	2,711
10	180-16	176-19	3-29	2.2%	1-21	0.9%	90%	True	False	1,933
20	181-15	176-19	4-28	2.7%	1-21	0.9%	72%	False	False	992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	187-13
2.618	184-24
1.618	183-04
1.000	182-04
0.618	181-16
HIGH	180-16
0.618	179-28
0.500	179-22
0.382	179-16
LOW	178-28
0.618	177-28
1.000	177-08
1.618	176-08
2.618	174-20
4.250	171-31

Fisher Pivots for day following 14-May-2020
Pivot	1 day	3 day
R1	179-31	179-21
PP	179-26	179-07
S1	179-22	178-26

Download as Excel Spreadsheet

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

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