ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 29-May-2020

Day Change Summary
	Previous	Current
	28-May-2020	29-May-2020	Change	Change %	Previous Week
Open	177-20	177-10	-0-10	-0.2%	178-19
High	178-00	178-16	0-16	0.3%	178-29
Low	176-24	177-10	0-18	0.3%	176-19
Close	177-02	178-12	1-10	0.7%	178-12
Range	1-08	1-06	-0-02	-5.0%	2-10
ATR	1-20	1-19	0-00	-0.8%	0-00
Volume	274,471	381,847	107,376	39.1%	1,693,242

Daily Pivots for day following 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-20	181-06	179-01
R3	180-14	180-00	178-22
R2	179-08	179-08	178-19
R1	178-26	178-26	178-15	179-01
PP	178-02	178-02	178-02	178-06
S1	177-20	177-20	178-09	177-27
S2	176-28	176-28	178-05
S3	175-22	176-14	178-02
S4	174-16	175-08	177-23

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-29	183-30	179-21
R3	182-19	181-20	179-00
R2	180-09	180-09	178-26
R1	179-10	179-10	178-19	178-21
PP	177-31	177-31	177-31	177-20
S1	177-00	177-00	178-05	176-11
S2	175-21	175-21	177-30
S3	173-11	174-22	177-24
S4	171-01	172-12	177-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179-18	176-19	2-31	1.7%	1-14	0.8%	60%	False	False	379,900
10	180-28	176-10	4-18	2.6%	1-17	0.9%	45%	False	False	222,755
20	180-28	176-10	4-18	2.6%	1-19	0.9%	45%	False	False	112,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	183-18
2.618	181-19
1.618	180-13
1.000	179-22
0.618	179-07
HIGH	178-16
0.618	178-01
0.500	177-29
0.382	177-25
LOW	177-10
0.618	176-19
1.000	176-04
1.618	175-13
2.618	174-07
4.250	172-08

Fisher Pivots for day following 29-May-2020
Pivot	1 day	3 day
R1	178-07	178-03
PP	178-02	177-26
S1	177-29	177-18

Download as Excel Spreadsheet

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

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