ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	179-05	179-10	0-05	0.1%	177-24
High	179-13	179-17	0-04	0.1%	179-08
Low	178-24	178-07	-0-17	-0.3%	176-13
Close	179-01	178-18	-0-15	-0.3%	179-03
Range	0-21	1-10	0-21	100.0%	2-27
ATR	1-18	1-17	-0-01	-1.1%	0-00
Volume	215,952	315,518	99,566	46.1%	1,126,203

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-23	181-30	179-09
R3	181-13	180-20	178-30
R2	180-03	180-03	178-26
R1	179-10	179-10	178-22	179-02
PP	178-25	178-25	178-25	178-20
S1	178-00	178-00	178-14	177-24
S2	177-15	177-15	178-10
S3	176-05	176-22	178-06
S4	174-27	175-12	177-27

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	179-17	176-13	3-04	1.8%	1-05	0.7%	69%	True	False	254,484
10	179-17	175-09	4-08	2.4%	1-07	0.7%	77%	True	False	230,689
20	179-17	170-30	8-19	4.8%	1-22	0.9%	89%	True	False	265,441
40	180-28	170-30	9-30	5.6%	1-20	0.9%	77%	False	False	198,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	185-04
2.618	182-31
1.618	181-21
1.000	180-27
0.618	180-11
HIGH	179-17
0.618	179-01
0.500	178-28
0.382	178-23
LOW	178-07
0.618	177-13
1.000	176-29
1.618	176-03
2.618	174-25
4.250	172-21

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	178-28	178-23
PP	178-25	178-21
S1	178-21	178-20

Download as Excel Spreadsheet

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

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