ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
177-20 |
177-10 |
-0-10 |
-0.2% |
178-19 |
| High |
178-00 |
178-16 |
0-16 |
0.3% |
178-29 |
| Low |
176-24 |
177-10 |
0-18 |
0.3% |
176-19 |
| Close |
177-02 |
178-12 |
1-10 |
0.7% |
178-12 |
| Range |
1-08 |
1-06 |
-0-02 |
-5.0% |
2-10 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.8% |
0-00 |
| Volume |
274,471 |
381,847 |
107,376 |
39.1% |
1,693,242 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-20 |
181-06 |
179-01 |
|
| R3 |
180-14 |
180-00 |
178-22 |
|
| R2 |
179-08 |
179-08 |
178-19 |
|
| R1 |
178-26 |
178-26 |
178-15 |
179-01 |
| PP |
178-02 |
178-02 |
178-02 |
178-06 |
| S1 |
177-20 |
177-20 |
178-09 |
177-27 |
| S2 |
176-28 |
176-28 |
178-05 |
|
| S3 |
175-22 |
176-14 |
178-02 |
|
| S4 |
174-16 |
175-08 |
177-23 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-29 |
183-30 |
179-21 |
|
| R3 |
182-19 |
181-20 |
179-00 |
|
| R2 |
180-09 |
180-09 |
178-26 |
|
| R1 |
179-10 |
179-10 |
178-19 |
178-21 |
| PP |
177-31 |
177-31 |
177-31 |
177-20 |
| S1 |
177-00 |
177-00 |
178-05 |
176-11 |
| S2 |
175-21 |
175-21 |
177-30 |
|
| S3 |
173-11 |
174-22 |
177-24 |
|
| S4 |
171-01 |
172-12 |
177-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-18 |
|
2.618 |
181-19 |
|
1.618 |
180-13 |
|
1.000 |
179-22 |
|
0.618 |
179-07 |
|
HIGH |
178-16 |
|
0.618 |
178-01 |
|
0.500 |
177-29 |
|
0.382 |
177-25 |
|
LOW |
177-10 |
|
0.618 |
176-19 |
|
1.000 |
176-04 |
|
1.618 |
175-13 |
|
2.618 |
174-07 |
|
4.250 |
172-08 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-07 |
178-03 |
| PP |
178-02 |
177-26 |
| S1 |
177-29 |
177-18 |
|