ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 12-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
Open |
178-05 |
177-10 |
-0-27 |
-0.5% |
180-02 |
High |
178-09 |
178-23 |
0-14 |
0.2% |
180-11 |
Low |
176-31 |
177-03 |
0-04 |
0.1% |
176-19 |
Close |
176-31 |
178-09 |
1-10 |
0.7% |
178-06 |
Range |
1-10 |
1-20 |
0-10 |
23.8% |
3-24 |
ATR |
1-24 |
1-24 |
0-00 |
0.0% |
0-00 |
Volume |
2,517 |
1,170 |
-1,347 |
-53.5% |
7,038 |
|
Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-29 |
182-07 |
179-06 |
|
R3 |
181-09 |
180-19 |
178-23 |
|
R2 |
179-21 |
179-21 |
178-19 |
|
R1 |
178-31 |
178-31 |
178-14 |
179-10 |
PP |
178-01 |
178-01 |
178-01 |
178-07 |
S1 |
177-11 |
177-11 |
178-04 |
177-22 |
S2 |
176-13 |
176-13 |
177-31 |
|
S3 |
174-25 |
175-23 |
177-27 |
|
S4 |
173-05 |
174-03 |
177-12 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
189-20 |
187-21 |
180-08 |
|
R3 |
185-28 |
183-29 |
179-07 |
|
R2 |
182-04 |
182-04 |
178-28 |
|
R1 |
180-05 |
180-05 |
178-17 |
179-09 |
PP |
178-12 |
178-12 |
178-12 |
177-30 |
S1 |
176-13 |
176-13 |
177-27 |
175-17 |
S2 |
174-20 |
174-20 |
177-16 |
|
S3 |
170-28 |
172-21 |
177-05 |
|
S4 |
167-04 |
168-29 |
176-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
185-20 |
2.618 |
182-31 |
1.618 |
181-11 |
1.000 |
180-11 |
0.618 |
179-23 |
HIGH |
178-23 |
0.618 |
178-03 |
0.500 |
177-29 |
0.382 |
177-23 |
LOW |
177-03 |
0.618 |
176-03 |
1.000 |
175-15 |
1.618 |
174-15 |
2.618 |
172-27 |
4.250 |
170-06 |
|
|
Fisher Pivots for day following 12-May-2020 |
Pivot |
1 day |
3 day |
R1 |
178-05 |
178-21 |
PP |
178-01 |
178-17 |
S1 |
177-29 |
178-13 |
|