ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	177-24	177-06	-0-18	-0.3%	177-11
High	178-01	177-30	-0-03	-0.1%	178-14
Low	177-03	176-16	-0-19	-0.3%	174-29
Close	177-09	176-30	-0-11	-0.2%	177-09
Range	0-30	1-14	0-16	53.3%	3-17
ATR	1-23	1-23	-0-01	-1.2%	0-00
Volume	178,895	206,358	27,463	15.4%	1,194,717

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-14	180-20	177-23
R3	180-00	179-06	177-11
R2	178-18	178-18	177-06
R1	177-24	177-24	177-02	177-14
PP	177-04	177-04	177-04	176-31
S1	176-10	176-10	176-26	176-00
S2	175-22	175-22	176-22
S3	174-08	174-28	176-17
S4	172-26	173-14	176-05

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	187-15	185-29	179-07
R3	183-30	182-12	178-08
R2	180-13	180-13	177-30
R1	178-27	178-27	177-19	177-28
PP	176-28	176-28	176-28	176-12
S1	175-10	175-10	176-31	174-11
S2	173-11	173-11	176-20
S3	169-26	171-25	176-10
S4	166-09	168-08	175-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178-01	175-09	2-24	1.6%	1-10	0.7%	60%	False	False	206,895
10	178-14	174-07	4-07	2.4%	1-20	0.9%	64%	False	False	245,009
20	178-26	170-30	7-28	4.5%	1-24	1.0%	76%	False	False	276,162
40	181-04	170-30	10-06	5.8%	1-22	1.0%	59%	False	False	167,064

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	True
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	184-02
2.618	181-22
1.618	180-08
1.000	179-12
0.618	178-26
HIGH	177-30
0.618	177-12
0.500	177-07
0.382	177-02
LOW	176-16
0.618	175-20
1.000	175-02
1.618	174-06
2.618	172-24
4.250	170-12

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	177-07	177-02
PP	177-04	177-00
S1	177-01	176-31

Download as Excel Spreadsheet

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

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