ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 20-May-2020

Day Change Summary
	Previous	Current
	19-May-2020	20-May-2020	Change	Change %	Previous Week
Open	177-00	177-24	0-24	0.4%	178-05
High	177-20	178-10	0-22	0.4%	180-28
Low	176-10	177-00	0-22	0.4%	176-31
Close	177-03	178-03	1-00	0.6%	179-13
Range	1-10	1-10	0-00	0.0%	3-29
ATR	1-24	1-23	-0-01	-1.8%	0-00
Volume	8,329	80,068	71,739	861.3%	20,828

Daily Pivots for day following 20-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-24	181-07	178-26
R3	180-14	179-29	178-15
R2	179-04	179-04	178-11
R1	178-19	178-19	178-07	178-28
PP	177-26	177-26	177-26	177-30
S1	177-09	177-09	177-31	177-18
S2	176-16	176-16	177-27
S3	175-06	175-31	177-23
S4	173-28	174-21	177-12

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%	1-25	1.0%	39%	False	False	22,382
10	180-28	176-10	4-18	2.6%	1-25	1.0%	39%	False	False	12,098
20	181-04	176-10	4-26	2.7%	1-21	0.9%	37%	False	False	6,291

Crabel Price Patterns
NR	False
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	0-13

Fibonacci Retracements and Extensions
4.250	183-28
2.618	181-24
1.618	180-14
1.000	179-20
0.618	179-04
HIGH	178-10
0.618	177-26
0.500	177-21
0.382	177-16
LOW	177-00
0.618	176-06
1.000	175-22
1.618	174-28
2.618	173-18
4.250	171-14

Fisher Pivots for day following 20-May-2020
Pivot	1 day	3 day
R1	177-30	178-01
PP	177-26	177-31
S1	177-21	177-30

Download as Excel Spreadsheet

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

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