ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
178-19 |
177-12 |
-1-07 |
-0.7% |
179-16 |
High |
178-29 |
178-10 |
-0-19 |
-0.3% |
179-18 |
Low |
177-08 |
176-19 |
-0-21 |
-0.4% |
176-10 |
Close |
177-13 |
177-29 |
0-16 |
0.3% |
178-22 |
Range |
1-21 |
1-23 |
0-02 |
3.8% |
3-08 |
ATR |
1-20 |
1-21 |
0-00 |
0.3% |
0-00 |
Volume |
605,350 |
431,574 |
-173,776 |
-28.7% |
525,612 |
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-24 |
182-02 |
178-27 |
|
R3 |
181-01 |
180-11 |
178-12 |
|
R2 |
179-10 |
179-10 |
178-07 |
|
R1 |
178-20 |
178-20 |
178-02 |
178-31 |
PP |
177-19 |
177-19 |
177-19 |
177-25 |
S1 |
176-29 |
176-29 |
177-24 |
177-08 |
S2 |
175-28 |
175-28 |
177-19 |
|
S3 |
174-05 |
175-06 |
177-14 |
|
S4 |
172-14 |
173-15 |
176-31 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
187-30 |
186-18 |
180-15 |
|
R3 |
184-22 |
183-10 |
179-19 |
|
R2 |
181-14 |
181-14 |
179-09 |
|
R1 |
180-02 |
180-02 |
179-00 |
179-04 |
PP |
178-06 |
178-06 |
178-06 |
177-23 |
S1 |
176-26 |
176-26 |
178-12 |
175-28 |
S2 |
174-30 |
174-30 |
178-03 |
|
S3 |
171-22 |
173-18 |
177-25 |
|
S4 |
168-14 |
170-10 |
176-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
185-20 |
2.618 |
182-26 |
1.618 |
181-03 |
1.000 |
180-01 |
0.618 |
179-12 |
HIGH |
178-10 |
0.618 |
177-21 |
0.500 |
177-15 |
0.382 |
177-08 |
LOW |
176-19 |
0.618 |
175-17 |
1.000 |
174-28 |
1.618 |
173-26 |
2.618 |
172-03 |
4.250 |
169-09 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
177-24 |
178-03 |
PP |
177-19 |
178-01 |
S1 |
177-15 |
177-31 |
|