ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	175-25	173-28	-1-29	-1.1%	178-12
High	176-01	174-15	-1-18	-0.9%	178-26
Low	173-25	170-30	-2-27	-1.6%	170-30
Close	174-00	172-16	-1-16	-0.9%	172-16
Range	2-08	3-17	1-09	56.9%	7-28
ATR	1-22	1-26	0-04	7.9%	0-00
Volume	315,030	468,377	153,347	48.7%	1,499,879

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-07	181-13	174-14
R3	179-22	177-28	173-15
R2	176-05	176-05	173-05
R1	174-11	174-11	172-26	173-16
PP	172-20	172-20	172-20	172-07
S1	170-26	170-26	172-06	169-30
S2	169-03	169-03	171-27
S3	165-18	167-09	171-17
S4	162-01	163-24	170-18

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	197-23	192-31	176-27
R3	189-27	185-03	174-21
R2	181-31	181-31	173-30
R1	177-07	177-07	173-07	175-21
PP	174-03	174-03	174-03	173-10
S1	169-11	169-11	171-25	167-25
S2	166-07	166-07	171-02
S3	158-11	161-15	170-11
S4	150-15	153-19	168-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-26	170-30	7-28	4.6%	2-06	1.3%	20%	False	True	299,975
10	179-18	170-30	8-20	5.0%	1-26	1.0%	18%	False	True	339,938
20	180-28	170-30	9-30	5.8%	1-23	1.0%	16%	False	True	187,049
40	181-15	170-30	10-17	6.1%	1-20	0.9%	15%	False	True	93,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	189-15
2.618	183-23
1.618	180-06
1.000	178-00
0.618	176-21
HIGH	174-15
0.618	173-04
0.500	172-23
0.382	172-09
LOW	170-30
0.618	168-24
1.000	167-13
1.618	165-07
2.618	161-22
4.250	155-30

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	172-23	174-05
PP	172-20	173-19
S1	172-18	173-02

Download as Excel Spreadsheet

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

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