ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
180-01 |
179-16 |
-0-17 |
-0.3% |
178-05 |
| High |
180-28 |
179-17 |
-1-11 |
-0.7% |
180-28 |
| Low |
179-07 |
176-18 |
-2-21 |
-1.5% |
176-31 |
| Close |
179-13 |
176-20 |
-2-25 |
-1.6% |
179-13 |
| Range |
1-21 |
2-31 |
1-10 |
79.3% |
3-29 |
| ATR |
1-22 |
1-25 |
0-03 |
5.4% |
0-00 |
| Volume |
8,699 |
8,980 |
281 |
3.2% |
20,828 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-15 |
184-17 |
178-08 |
|
| R3 |
183-16 |
181-18 |
177-14 |
|
| R2 |
180-17 |
180-17 |
177-05 |
|
| R1 |
178-19 |
178-19 |
176-29 |
178-03 |
| PP |
177-18 |
177-18 |
177-18 |
177-10 |
| S1 |
175-20 |
175-20 |
176-11 |
175-03 |
| S2 |
174-19 |
174-19 |
176-03 |
|
| S3 |
171-20 |
172-21 |
175-26 |
|
| S4 |
168-21 |
169-22 |
175-00 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-26 |
189-00 |
181-18 |
|
| R3 |
186-29 |
185-03 |
180-15 |
|
| R2 |
183-00 |
183-00 |
180-04 |
|
| R1 |
181-06 |
181-06 |
179-24 |
182-03 |
| PP |
179-03 |
179-03 |
179-03 |
179-17 |
| S1 |
177-09 |
177-09 |
179-02 |
178-06 |
| S2 |
175-06 |
175-06 |
178-22 |
|
| S3 |
171-09 |
173-12 |
178-11 |
|
| S4 |
167-12 |
169-15 |
177-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
192-05 |
|
2.618 |
187-10 |
|
1.618 |
184-11 |
|
1.000 |
182-16 |
|
0.618 |
181-12 |
|
HIGH |
179-17 |
|
0.618 |
178-13 |
|
0.500 |
178-02 |
|
0.382 |
177-22 |
|
LOW |
176-18 |
|
0.618 |
174-23 |
|
1.000 |
173-19 |
|
1.618 |
171-24 |
|
2.618 |
168-25 |
|
4.250 |
163-30 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-02 |
178-23 |
| PP |
177-18 |
178-01 |
| S1 |
177-03 |
177-10 |
|