ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	176-28	175-18	-1-10	-0.7%	172-18
High	176-29	176-13	-0-16	-0.3%	178-13
Low	174-29	175-09	0-12	0.2%	171-23
Close	175-22	176-06	0-16	0.3%	177-06
Range	2-00	1-04	-0-28	-43.8%	6-22
ATR	1-28	1-27	-0-02	-2.9%	0-00
Volume	339,249	241,263	-97,986	-28.9%	1,355,510

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	179-11	178-28	176-26
R3	178-07	177-24	176-16
R2	177-03	177-03	176-13
R1	176-20	176-20	176-09	176-28
PP	175-31	175-31	175-31	176-02
S1	175-16	175-16	176-03	175-24
S2	174-27	174-27	175-31
S3	173-23	174-12	175-28
S4	172-19	173-08	175-18

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	178-14	174-29	3-17	2.0%	1-23	1.0%	36%	False	False	277,619
10	178-14	170-30	7-16	4.3%	2-00	1.1%	70%	False	False	292,567
20	179-18	170-30	8-20	4.9%	1-23	1.0%	61%	False	False	292,184
40	181-14	170-30	10-16	6.0%	1-23	1.0%	50%	False	False	147,236

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	0-09
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	181-06
2.618	179-11
1.618	178-07
1.000	177-17
0.618	177-03
HIGH	176-13
0.618	175-31
0.500	175-27
0.382	175-23
LOW	175-09
0.618	174-19
1.000	174-05
1.618	173-15
2.618	172-11
4.250	170-16

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	176-02	176-22
PP	175-31	176-16
S1	175-27	176-11

Download as Excel Spreadsheet

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

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