ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 19-May-2020

Day Change Summary
	Previous	Current
	18-May-2020	19-May-2020	Change	Change %	Previous Week
Open	179-16	177-00	-2-16	-1.4%	178-05
High	179-17	177-20	-1-29	-1.1%	180-28
Low	176-18	176-10	-0-08	-0.1%	176-31
Close	176-20	177-03	0-15	0.3%	179-13
Range	2-31	1-10	-1-21	-55.8%	3-29
ATR	1-25	1-24	-0-01	-1.9%	0-00
Volume	8,980	8,329	-651	-7.2%	20,828

Daily Pivots for day following 19-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-30	180-11	177-26
R3	179-20	179-01	177-15
R2	178-10	178-10	177-11
R1	177-23	177-23	177-07	178-01
PP	177-00	177-00	177-00	177-05
S1	176-13	176-13	176-31	176-23
S2	175-22	175-22	176-27
S3	174-12	175-03	176-23
S4	173-02	173-25	176-12

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	190-26	189-00	181-18
R3	186-29	185-03	180-15
R2	183-00	183-00	180-04
R1	181-06	181-06	179-24	182-03
PP	179-03	179-03	179-03	179-17
S1	177-09	177-09	179-02	178-06
S2	175-06	175-06	178-22
S3	171-09	173-12	178-11
S4	167-12	169-15	177-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180-28	176-10	4-18	2.6%	1-23	1.0%	17%	False	True	6,890
10	180-28	176-10	4-18	2.6%	1-28	1.1%	17%	False	True	4,317
20	181-14	176-10	5-04	2.9%	1-22	1.0%	15%	False	True	2,288

Crabel Price Patterns
NR	True
NR4	True
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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	183-06
2.618	181-02
1.618	179-24
1.000	178-30
0.618	178-14
HIGH	177-20
0.618	177-04
0.500	176-31
0.382	176-26
LOW	176-10
0.618	175-16
1.000	175-00
1.618	174-06
2.618	172-28
4.250	170-24

Fisher Pivots for day following 19-May-2020
Pivot	1 day	3 day
R1	177-02	178-19
PP	177-00	178-03
S1	176-31	177-19

Download as Excel Spreadsheet

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

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