ECBOT 30 Year Treasury Bond Future September 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	177-21	177-23	0-02	0.0%	177-01
High	178-02	178-09	0-07	0.1%	178-19
Low	176-23	177-18	0-27	0.5%	176-23
Close	177-29	178-08	0-11	0.2%	178-08
Range	1-11	0-23	-0-20	-46.5%	1-28
ATR	1-18	1-16	-0-02	-3.8%	0-00
Volume	422	230	-192	-45.5%	3,678

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-06	179-30	178-21
R3	179-15	179-07	178-14
R2	178-24	178-24	178-12
R1	178-16	178-16	178-10	178-20
PP	178-01	178-01	178-01	178-03
S1	177-25	177-25	178-06	177-29
S2	177-10	177-10	178-04
S3	176-19	177-02	178-02
S4	175-28	176-11	177-27

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-15	182-24	179-09
R3	181-19	180-28	178-24
R2	179-23	179-23	178-19
R1	179-00	179-00	178-14	179-12
PP	177-27	177-27	177-27	178-01
S1	177-04	177-04	178-02	177-16
S2	175-31	175-31	177-29
S3	174-03	175-08	177-24
S4	172-07	173-12	177-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179-13	176-23	2-22	1.5%	1-17	0.9%	57%	False	False	1,015
10	180-06	175-05	5-01	2.8%	1-19	0.9%	61%	False	False	25,067
20	180-06	175-05	5-01	2.8%	1-15	0.8%	61%	False	False	230,607
40	183-06	175-05	8-01	4.5%	1-11	0.8%	39%	False	False	245,675
60	183-06	175-05	8-01	4.5%	1-11	0.7%	39%	False	False	240,429
80	183-06	170-30	12-08	6.9%	1-14	0.8%	60%	False	False	253,367
100	183-06	170-30	12-08	6.9%	1-16	0.8%	60%	False	False	203,152

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	181-11
2.618	180-05
1.618	179-14
1.000	179-00
0.618	178-23
HIGH	178-09
0.618	178-00
0.500	177-30
0.382	177-27
LOW	177-18
0.618	177-04
1.000	176-27
1.618	176-13
2.618	175-22
4.250	174-16

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	178-05	178-02
PP	178-01	177-27
S1	177-30	177-21

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

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