ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 09-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
172-18 |
173-01 |
0-15 |
0.3% |
178-12 |
High |
173-13 |
174-31 |
1-18 |
0.9% |
178-26 |
Low |
171-23 |
173-00 |
1-09 |
0.7% |
170-30 |
Close |
172-28 |
174-10 |
1-14 |
0.8% |
172-16 |
Range |
1-22 |
1-31 |
0-09 |
16.7% |
7-28 |
ATR |
1-25 |
1-26 |
0-01 |
1.2% |
0-00 |
Volume |
224,398 |
260,987 |
36,589 |
16.3% |
1,499,879 |
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-00 |
179-04 |
175-13 |
|
R3 |
178-01 |
177-05 |
174-27 |
|
R2 |
176-02 |
176-02 |
174-22 |
|
R1 |
175-06 |
175-06 |
174-16 |
175-20 |
PP |
174-03 |
174-03 |
174-03 |
174-10 |
S1 |
173-07 |
173-07 |
174-04 |
173-21 |
S2 |
172-04 |
172-04 |
173-30 |
|
S3 |
170-05 |
171-08 |
173-25 |
|
S4 |
168-06 |
169-09 |
173-07 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
197-23 |
192-31 |
176-27 |
|
R3 |
189-27 |
185-03 |
174-21 |
|
R2 |
181-31 |
181-31 |
173-30 |
|
R1 |
177-07 |
177-07 |
173-07 |
175-21 |
PP |
174-03 |
174-03 |
174-03 |
173-10 |
S1 |
169-11 |
169-11 |
171-25 |
167-25 |
S2 |
166-07 |
166-07 |
171-02 |
|
S3 |
158-11 |
161-15 |
170-11 |
|
S4 |
150-15 |
153-19 |
168-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-11 |
2.618 |
180-04 |
1.618 |
178-05 |
1.000 |
176-30 |
0.618 |
176-06 |
HIGH |
174-31 |
0.618 |
174-07 |
0.500 |
174-00 |
0.382 |
173-24 |
LOW |
173-00 |
0.618 |
171-25 |
1.000 |
171-01 |
1.618 |
169-26 |
2.618 |
167-27 |
4.250 |
164-20 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
174-07 |
173-28 |
PP |
174-03 |
173-13 |
S1 |
174-00 |
172-31 |
|