ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 18-Jun-2020

Day Change Summary
	Previous	Current
	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	175-18	175-31	0-13	0.2%	172-18
High	176-13	177-15	1-02	0.6%	178-13
Low	175-09	175-30	0-21	0.4%	171-23
Close	176-06	177-13	1-07	0.7%	177-06
Range	1-04	1-17	0-13	36.1%	6-22
ATR	1-27	1-26	-0-01	-1.2%	0-00
Volume	241,263	200,939	-40,324	-16.7%	1,355,510

Daily Pivots for day following 18-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-17	181-00	178-08
R3	180-00	179-15	177-26
R2	178-15	178-15	177-22
R1	177-30	177-30	177-17	178-07
PP	176-30	176-30	176-30	177-02
S1	176-13	176-13	177-09	176-22
S2	175-13	175-13	177-04
S3	173-28	174-28	177-00
S4	172-11	173-11	176-18

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%	1-18	0.9%	71%	False	False	246,478
10	178-14	170-30	7-16	4.2%	1-30	1.1%	86%	False	False	281,158
20	179-18	170-30	8-20	4.9%	1-24	1.0%	75%	False	False	298,228
40	181-04	170-30	10-06	5.7%	1-22	1.0%	63%	False	False	152,259

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	0-09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	183-31
2.618	181-15
1.618	179-30
1.000	179-00
0.618	178-13
HIGH	177-15
0.618	176-28
0.500	176-23
0.382	176-17
LOW	175-30
0.618	175-00
1.000	174-13
1.618	173-15
2.618	171-30
4.250	169-14

Fisher Pivots for day following 18-Jun-2020
Pivot	1 day	3 day
R1	177-06	177-00
PP	176-30	176-19
S1	176-23	176-06

Download as Excel Spreadsheet

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

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