ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
177-21 |
177-06 |
-0-15 |
-0.3% |
178-19 |
| High |
178-01 |
177-12 |
-0-21 |
-0.4% |
178-29 |
| Low |
176-30 |
175-03 |
-1-27 |
-1.0% |
176-19 |
| Close |
177-11 |
175-16 |
-1-27 |
-1.0% |
178-12 |
| Range |
1-03 |
2-09 |
1-06 |
108.6% |
2-10 |
| ATR |
1-18 |
1-20 |
0-02 |
3.2% |
0-00 |
| Volume |
179,961 |
317,519 |
137,558 |
76.4% |
1,693,242 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-27 |
181-14 |
176-24 |
|
| R3 |
180-18 |
179-05 |
176-04 |
|
| R2 |
178-09 |
178-09 |
175-29 |
|
| R1 |
176-28 |
176-28 |
175-23 |
176-14 |
| PP |
176-00 |
176-00 |
176-00 |
175-25 |
| S1 |
174-19 |
174-19 |
175-09 |
174-05 |
| S2 |
173-23 |
173-23 |
175-03 |
|
| S3 |
171-14 |
172-10 |
174-28 |
|
| S4 |
169-05 |
170-01 |
174-08 |
|
|
| 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 |
187-02 |
|
2.618 |
183-11 |
|
1.618 |
181-02 |
|
1.000 |
179-21 |
|
0.618 |
178-25 |
|
HIGH |
177-12 |
|
0.618 |
176-16 |
|
0.500 |
176-08 |
|
0.382 |
175-31 |
|
LOW |
175-03 |
|
0.618 |
173-22 |
|
1.000 |
172-26 |
|
1.618 |
171-13 |
|
2.618 |
169-04 |
|
4.250 |
165-13 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-08 |
176-31 |
| PP |
176-00 |
176-15 |
| S1 |
175-24 |
176-00 |
|