ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 01-Jun-2020

Day Change Summary
	Previous	Current
	29-May-2020	01-Jun-2020	Change	Change %	Previous Week
Open	177-10	178-12	1-02	0.6%	178-19
High	178-16	178-26	0-10	0.2%	178-29
Low	177-10	177-02	-0-08	-0.1%	176-19
Close	178-12	177-24	-0-20	-0.4%	178-12
Range	1-06	1-24	0-18	47.4%	2-10
ATR	1-19	1-20	0-00	0.6%	0-00
Volume	381,847	218,992	-162,855	-42.6%	1,693,242

Daily Pivots for day following 01-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-04	182-06	178-23
R3	181-12	180-14	178-07
R2	179-20	179-20	178-02
R1	178-22	178-22	177-29	178-09
PP	177-28	177-28	177-28	177-22
S1	176-30	176-30	177-19	176-17
S2	176-04	176-04	177-14
S3	174-12	175-06	177-09
S4	172-20	173-14	176-25

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	178-29	176-19	2-10	1.3%	1-16	0.9%	50%	False	False	382,446
10	179-18	176-10	3-08	1.8%	1-17	0.9%	44%	False	False	243,784
20	180-28	176-10	4-18	2.6%	1-19	0.9%	32%	False	False	123,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	186-08
2.618	183-13
1.618	181-21
1.000	180-18
0.618	179-29
HIGH	178-26
0.618	178-05
0.500	177-30
0.382	177-23
LOW	177-02
0.618	175-31
1.000	175-10
1.618	174-07
2.618	172-15
4.250	169-20

Fisher Pivots for day following 01-Jun-2020
Pivot	1 day	3 day
R1	177-30	177-25
PP	177-28	177-25
S1	177-26	177-24

Download as Excel Spreadsheet

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

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