ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	174-12	176-04	1-24	1.0%	178-12
High	176-09	178-13	2-04	1.2%	178-26
Low	174-07	176-04	1-29	1.1%	170-30
Close	175-29	178-11	2-14	1.4%	172-16
Range	2-02	2-09	0-07	10.6%	7-28
ATR	1-27	1-28	0-02	2.6%	0-00
Volume	268,787	356,641	87,854	32.7%	1,499,879

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-15	183-22	179-19
R3	182-06	181-13	178-31
R2	179-29	179-29	178-24
R1	179-04	179-04	178-18	179-17
PP	177-20	177-20	177-20	177-26
S1	176-27	176-27	178-04	177-08
S2	175-11	175-11	177-30
S3	173-02	174-18	177-23
S4	170-25	172-09	177-03

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	178-13	170-30	7-15	4.2%	2-10	1.3%	99%	True	False	315,838
10	178-26	170-30	7-28	4.4%	2-00	1.1%	94%	False	False	299,253
20	180-28	170-30	9-30	5.6%	1-25	1.0%	75%	False	False	242,204
40	181-15	170-30	10-17	5.9%	1-23	1.0%	70%	False	False	121,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	188-03
2.618	184-12
1.618	182-03
1.000	180-22
0.618	179-26
HIGH	178-13
0.618	177-17
0.500	177-09
0.382	177-00
LOW	176-04
0.618	174-23
1.000	173-27
1.618	172-14
2.618	170-05
4.250	166-14

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	178-00	177-15
PP	177-20	176-19
S1	177-09	175-23

Download as Excel Spreadsheet

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

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