ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	173-28	172-18	-1-10	-0.8%	178-12
High	174-15	173-13	-1-02	-0.6%	178-26
Low	170-30	171-23	0-25	0.5%	170-30
Close	172-16	172-28	0-12	0.2%	172-16
Range	3-17	1-22	-1-27	-52.2%	7-28
ATR	1-26	1-25	0-00	-0.5%	0-00
Volume	468,377	224,398	-243,979	-52.1%	1,499,879

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-23	177-00	173-26
R3	176-01	175-10	173-11
R2	174-11	174-11	173-06
R1	173-20	173-20	173-01	174-00
PP	172-21	172-21	172-21	172-27
S1	171-30	171-30	172-23	172-10
S2	170-31	170-31	172-18
S3	169-09	170-08	172-13
S4	167-19	168-18	171-30

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	178-01	170-30	7-03	4.1%	2-05	1.3%	27%	False	False	301,057
10	178-29	170-30	7-31	4.6%	1-27	1.1%	24%	False	False	341,751
20	180-28	170-30	9-30	5.7%	1-22	1.0%	19%	False	False	198,197
40	181-15	170-30	10-17	6.1%	1-20	0.9%	18%	False	False	99,293

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	180-19
2.618	177-26
1.618	176-04
1.000	175-03
0.618	174-14
HIGH	173-13
0.618	172-24
0.500	172-18
0.382	172-12
LOW	171-23
0.618	170-22
1.000	170-01
1.618	169-00
2.618	167-10
4.250	164-18

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	172-25	173-16
PP	172-21	173-09
S1	172-18	173-03

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

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