ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	176-04	178-02	1-30	1.1%	172-18
High	178-13	178-09	-0-04	-0.1%	178-13
Low	176-04	176-22	0-18	0.3%	171-23
Close	178-11	177-06	-1-05	-0.6%	177-06
Range	2-09	1-19	-0-22	-30.1%	6-22
ATR	1-28	1-28	-0-01	-0.9%	0-00
Volume	356,641	244,697	-111,944	-31.4%	1,355,510

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-05	181-09	178-02
R3	180-18	179-22	177-20
R2	178-31	178-31	177-15
R1	178-03	178-03	177-11	177-24
PP	177-12	177-12	177-12	177-07
S1	176-16	176-16	177-01	176-04
S2	175-25	175-25	176-29
S3	174-06	174-29	176-24
S4	172-19	173-10	176-10

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	195-27	193-06	180-28
R3	189-05	186-16	179-01
R2	182-15	182-15	178-13
R1	179-26	179-26	177-26	181-05
PP	175-25	175-25	175-25	176-14
S1	173-04	173-04	176-18	174-15
S2	169-03	169-03	175-31
S3	162-13	166-14	175-11
S4	155-23	159-24	173-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-13	171-23	6-22	3.8%	1-29	1.1%	82%	False	False	271,102
10	178-26	170-30	7-28	4.4%	2-02	1.2%	79%	False	False	285,538
20	180-28	170-30	9-30	5.6%	1-25	1.0%	63%	False	False	254,147
40	181-15	170-30	10-17	5.9%	1-23	1.0%	59%	False	False	127,569

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	185-02
2.618	182-15
1.618	180-28
1.000	179-28
0.618	179-09
HIGH	178-09
0.618	177-22
0.500	177-16
0.382	177-09
LOW	176-22
0.618	175-22
1.000	175-03
1.618	174-03
2.618	172-16
4.250	169-29

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	177-16	176-29
PP	177-12	176-19
S1	177-09	176-10

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

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