ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	177-30	179-05	1-07	0.7%	177-24
High	179-08	179-13	0-05	0.1%	179-08
Low	177-29	178-24	0-27	0.5%	176-13
Close	179-03	179-01	-0-02	0.0%	179-03
Range	1-11	0-21	-0-22	-51.2%	2-27
ATR	1-20	1-18	-0-02	-4.3%	0-00
Volume	235,817	215,952	-19,865	-8.4%	1,126,203

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-01	180-22	179-13
R3	180-12	180-01	179-07
R2	179-23	179-23	179-05
R1	179-12	179-12	179-03	179-07
PP	179-02	179-02	179-02	179-00
S1	178-23	178-23	178-31	178-18
S2	178-13	178-13	178-29
S3	177-24	178-02	178-27
S4	177-03	177-13	178-21

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	186-25	185-25	180-21
R3	183-30	182-30	179-28
R2	181-03	181-03	179-20
R1	180-03	180-03	179-11	180-19
PP	178-08	178-08	178-08	178-16
S1	177-08	177-08	178-27	177-24
S2	175-13	175-13	178-18
S3	172-18	174-13	178-10
S4	169-23	171-18	177-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179-13	176-13	3-00	1.7%	1-06	0.7%	88%	True	False	232,652
10	179-13	174-29	4-16	2.5%	1-10	0.7%	92%	True	False	233,062
20	179-13	170-30	8-15	4.7%	1-21	0.9%	96%	True	False	258,663
40	180-28	170-30	9-30	5.6%	1-20	0.9%	81%	False	False	190,974

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	182-06
2.618	181-04
1.618	180-15
1.000	180-02
0.618	179-26
HIGH	179-13
0.618	179-05
0.500	179-03
0.382	179-00
LOW	178-24
0.618	178-11
1.000	178-03
1.618	177-22
2.618	177-01
4.250	175-31

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	179-03	178-29
PP	179-02	178-24
S1	179-02	178-20

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

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