ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 02-Jun-2020

Day Change Summary
	Previous	Current
	01-Jun-2020	02-Jun-2020	Change	Change %	Previous Week
Open	178-12	177-21	-0-23	-0.4%	178-19
High	178-26	178-01	-0-25	-0.4%	178-29
Low	177-02	176-30	-0-04	-0.1%	176-19
Close	177-24	177-11	-0-13	-0.2%	178-12
Range	1-24	1-03	-0-21	-37.5%	2-10
ATR	1-20	1-18	-0-01	-2.3%	0-00
Volume	218,992	179,961	-39,031	-17.8%	1,693,242

Daily Pivots for day following 02-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-23	180-04	177-30
R3	179-20	179-01	177-21
R2	178-17	178-17	177-17
R1	177-30	177-30	177-14	177-22
PP	177-14	177-14	177-14	177-10
S1	176-27	176-27	177-08	176-19
S2	176-11	176-11	177-05
S3	175-08	175-24	177-01
S4	174-05	174-21	176-24

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	178-26	176-19	2-07	1.3%	1-13	0.8%	34%	False	False	297,369
10	179-18	176-10	3-08	1.8%	1-11	0.8%	32%	False	False	260,882
20	180-28	176-10	4-18	2.6%	1-19	0.9%	23%	False	False	132,282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	182-22
2.618	180-29
1.618	179-26
1.000	179-04
0.618	178-23
HIGH	178-01
0.618	177-20
0.500	177-16
0.382	177-11
LOW	176-30
0.618	176-08
1.000	175-27
1.618	175-05
2.618	174-02
4.250	172-09

Fisher Pivots for day following 02-Jun-2020
Pivot	1 day	3 day
R1	177-16	177-28
PP	177-14	177-22
S1	177-13	177-17

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols