ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	177-01	178-01	1-00	0.6%	179-22
High	178-04	179-01	0-29	0.5%	180-02
Low	176-10	177-17	1-07	0.7%	175-05
Close	178-00	178-28	0-28	0.5%	176-14
Range	1-26	1-16	-0-10	-17.2%	4-29
ATR	1-15	1-15	0-00	0.1%	0-00
Volume	9,900	7,754	-2,146	-21.7%	2,725,278

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	182-31	182-14	179-22
R3	181-15	180-30	179-09
R2	179-31	179-31	179-05
R1	179-14	179-14	179-00	179-23
PP	178-15	178-15	178-15	178-20
S1	177-30	177-30	178-24	178-07
S2	176-31	176-31	178-19
S3	175-15	176-14	178-15
S4	173-31	174-30	178-02

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	191-30	189-03	179-04
R3	187-01	184-06	177-25
R2	182-04	182-04	177-11
R1	179-09	179-09	176-28	178-08
PP	177-07	177-07	177-07	176-23
S1	174-12	174-12	176-00	173-11
S2	172-10	172-10	175-17
S3	167-13	169-15	175-03
S4	162-16	164-18	173-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179-03	175-05	3-30	2.2%	1-30	1.1%	94%	False	False	178,977
10	180-02	175-05	4-29	2.7%	1-18	0.9%	76%	False	False	341,563
20	183-06	175-05	8-01	4.5%	1-15	0.8%	46%	False	False	325,312
40	183-06	175-05	8-01	4.5%	1-10	0.7%	46%	False	False	281,491
60	183-06	174-07	8-31	5.0%	1-11	0.8%	52%	False	False	267,884
80	183-06	170-30	12-08	6.8%	1-14	0.8%	65%	False	False	253,693
100	183-06	170-30	12-08	6.8%	1-15	0.8%	65%	False	False	203,057

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	185-13
2.618	182-31
1.618	181-15
1.000	180-17
0.618	179-31
HIGH	179-01
0.618	178-15
0.500	178-09
0.382	178-03
LOW	177-17
0.618	176-19
1.000	176-01
1.618	175-03
2.618	173-19
4.250	171-05

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	178-22	178-13
PP	178-15	177-29
S1	178-09	177-14

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

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