ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 02-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
178-12 |
177-21 |
-0-23 |
-0.4% |
178-19 |
High |
178-26 |
178-01 |
-0-25 |
-0.4% |
178-29 |
Low |
177-02 |
176-30 |
-0-04 |
-0.1% |
176-19 |
Close |
177-24 |
177-11 |
-0-13 |
-0.2% |
178-12 |
Range |
1-24 |
1-03 |
-0-21 |
-37.5% |
2-10 |
ATR |
1-20 |
1-18 |
-0-01 |
-2.3% |
0-00 |
Volume |
218,992 |
179,961 |
-39,031 |
-17.8% |
1,693,242 |
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-23 |
180-04 |
177-30 |
|
R3 |
179-20 |
179-01 |
177-21 |
|
R2 |
178-17 |
178-17 |
177-17 |
|
R1 |
177-30 |
177-30 |
177-14 |
177-22 |
PP |
177-14 |
177-14 |
177-14 |
177-10 |
S1 |
176-27 |
176-27 |
177-08 |
176-19 |
S2 |
176-11 |
176-11 |
177-05 |
|
S3 |
175-08 |
175-24 |
177-01 |
|
S4 |
174-05 |
174-21 |
176-24 |
|
|
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 |
182-22 |
2.618 |
180-29 |
1.618 |
179-26 |
1.000 |
179-04 |
0.618 |
178-23 |
HIGH |
178-01 |
0.618 |
177-20 |
0.500 |
177-16 |
0.382 |
177-11 |
LOW |
176-30 |
0.618 |
176-08 |
1.000 |
175-27 |
1.618 |
175-05 |
2.618 |
174-02 |
4.250 |
172-09 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
177-16 |
177-28 |
PP |
177-14 |
177-22 |
S1 |
177-13 |
177-17 |
|