ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 22-May-2020

Day Change Summary
	Previous	Current
	21-May-2020	22-May-2020	Change	Change %	Previous Week
Open	177-29	178-12	0-15	0.3%	179-16
High	178-22	179-18	0-28	0.5%	179-18
Low	177-28	178-07	0-11	0.2%	176-10
Close	178-05	178-22	0-17	0.3%	178-22
Range	0-26	1-11	0-17	65.4%	3-08
ATR	1-21	1-20	-0-01	-1.1%	0-00
Volume	221,975	206,260	-15,715	-7.1%	525,612

Daily Pivots for day following 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-27	182-04	179-14
R3	181-16	180-25	179-02
R2	180-05	180-05	178-30
R1	179-14	179-14	178-26	179-25
PP	178-26	178-26	178-26	179-00
S1	178-03	178-03	178-18	178-15
S2	177-15	177-15	178-14
S3	176-04	176-24	178-10
S4	174-25	175-13	177-30

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	187-30	186-18	180-15
R3	184-22	183-10	179-19
R2	181-14	181-14	179-09
R1	180-02	180-02	179-00	179-04
PP	178-06	178-06	178-06	177-23
S1	176-26	176-26	178-12	175-28
S2	174-30	174-30	178-03
S3	171-22	173-18	177-25
S4	168-14	170-10	176-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179-18	176-10	3-08	1.8%	1-18	0.9%	73%	True	False	105,122
10	180-28	176-10	4-18	2.6%	1-16	0.8%	52%	False	False	54,644
20	181-04	176-10	4-26	2.7%	1-21	0.9%	49%	False	False	27,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	185-09
2.618	183-03
1.618	181-24
1.000	180-29
0.618	180-13
HIGH	179-18
0.618	179-02
0.500	178-29
0.382	178-23
LOW	178-07
0.618	177-12
1.000	176-28
1.618	176-01
2.618	174-22
4.250	172-16

Fisher Pivots for day following 22-May-2020
Pivot	1 day	3 day
R1	178-29	178-18
PP	178-26	178-13
S1	178-24	178-09

Download as Excel Spreadsheet

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

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