ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 04-Jun-2020

Day Change Summary
	Previous	Current
	03-Jun-2020	04-Jun-2020	Change	Change %	Previous Week
Open	177-06	175-25	-1-13	-0.8%	178-19
High	177-12	176-01	-1-11	-0.8%	178-29
Low	175-03	173-25	-1-10	-0.7%	176-19
Close	175-16	174-00	-1-16	-0.9%	178-12
Range	2-09	2-08	-0-01	-1.4%	2-10
ATR	1-20	1-22	0-01	2.7%	0-00
Volume	317,519	315,030	-2,489	-0.8%	1,693,242

Daily Pivots for day following 04-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-11	179-30	175-08
R3	179-03	177-22	174-20
R2	176-27	176-27	174-13
R1	175-14	175-14	174-07	175-01
PP	174-19	174-19	174-19	174-13
S1	173-06	173-06	173-25	172-25
S2	172-11	172-11	173-19
S3	170-03	170-30	173-12
S4	167-27	168-22	172-24

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	173-25	5-01	2.9%	1-23	1.0%	4%	False	True	282,669
10	179-18	173-25	5-25	3.3%	1-17	0.9%	4%	False	True	315,297
20	180-28	173-25	7-03	4.1%	1-21	1.0%	3%	False	True	163,698
40	181-15	173-25	7-22	4.4%	1-19	0.9%	3%	False	True	81,974

Crabel Price Patterns
NR	True
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	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	185-19
2.618	181-29
1.618	179-21
1.000	178-09
0.618	177-13
HIGH	176-01
0.618	175-05
0.500	174-29
0.382	174-21
LOW	173-25
0.618	172-13
1.000	171-17
1.618	170-05
2.618	167-29
4.250	164-07

Fisher Pivots for day following 04-Jun-2020
Pivot	1 day	3 day
R1	174-29	175-29
PP	174-19	175-09
S1	174-10	174-20

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

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