ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	172-18	173-01	0-15	0.3%	178-12
High	173-13	174-31	1-18	0.9%	178-26
Low	171-23	173-00	1-09	0.7%	170-30
Close	172-28	174-10	1-14	0.8%	172-16
Range	1-22	1-31	0-09	16.7%	7-28
ATR	1-25	1-26	0-01	1.2%	0-00
Volume	224,398	260,987	36,589	16.3%	1,499,879

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-00	179-04	175-13
R3	178-01	177-05	174-27
R2	176-02	176-02	174-22
R1	175-06	175-06	174-16	175-20
PP	174-03	174-03	174-03	174-10
S1	173-07	173-07	174-04	173-21
S2	172-04	172-04	173-30
S3	170-05	171-08	173-25
S4	168-06	169-09	173-07

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	177-12	170-30	6-14	3.7%	2-11	1.3%	52%	False	False	317,262
10	178-26	170-30	7-28	4.5%	1-28	1.1%	43%	False	False	307,315
20	180-28	170-30	9-30	5.7%	1-23	1.0%	34%	False	False	211,121
40	181-15	170-30	10-17	6.0%	1-21	0.9%	32%	False	False	105,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	183-11
2.618	180-04
1.618	178-05
1.000	176-30
0.618	176-06
HIGH	174-31
0.618	174-07
0.500	174-00
0.382	173-24
LOW	173-00
0.618	171-25
1.000	171-01
1.618	169-26
2.618	167-27
4.250	164-20

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	174-07	173-28
PP	174-03	173-13
S1	174-00	172-31

Download as Excel Spreadsheet

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

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