ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 01-Jul-2020

Day Change Summary
	Previous	Current
	30-Jun-2020	01-Jul-2020	Change	Change %	Previous Week
Open	179-10	178-15	-0-27	-0.5%	177-24
High	179-17	178-16	-1-01	-0.6%	179-08
Low	178-07	177-15	-0-24	-0.4%	176-13
Close	178-18	178-04	-0-14	-0.2%	179-03
Range	1-10	1-01	-0-09	-21.4%	2-27
ATR	1-17	1-16	-0-01	-2.1%	0-00
Volume	315,518	278,149	-37,369	-11.8%	1,126,203

Daily Pivots for day following 01-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-04	180-21	178-22
R3	180-03	179-20	178-13
R2	179-02	179-02	178-10
R1	178-19	178-19	178-07	178-10
PP	178-01	178-01	178-01	177-29
S1	177-18	177-18	178-01	177-09
S2	177-00	177-00	177-30
S3	175-31	176-17	177-27
S4	174-30	175-16	177-18

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	177-15	2-02	1.2%	1-01	0.6%	32%	False	True	256,804
10	179-17	175-30	3-19	2.0%	1-07	0.7%	61%	False	False	234,378
20	179-17	170-30	8-19	4.8%	1-20	0.9%	84%	False	False	263,472
40	180-28	170-30	9-30	5.6%	1-20	0.9%	72%	False	False	205,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-28
2.618	181-06
1.618	180-05
1.000	179-17
0.618	179-04
HIGH	178-16
0.618	178-03
0.500	178-00
0.382	177-28
LOW	177-15
0.618	176-27
1.000	176-14
1.618	175-26
2.618	174-25
4.250	173-03

Fisher Pivots for day following 01-Jul-2020
Pivot	1 day	3 day
R1	178-03	178-16
PP	178-01	178-12
S1	178-00	178-08

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

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