ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
173-01 |
174-12 |
1-11 |
0.8% |
178-12 |
| High |
174-31 |
176-09 |
1-10 |
0.8% |
178-26 |
| Low |
173-00 |
174-07 |
1-07 |
0.7% |
170-30 |
| Close |
174-10 |
175-29 |
1-19 |
0.9% |
172-16 |
| Range |
1-31 |
2-02 |
0-03 |
4.8% |
7-28 |
| ATR |
1-26 |
1-27 |
0-01 |
1.0% |
0-00 |
| Volume |
260,987 |
268,787 |
7,800 |
3.0% |
1,499,879 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-21 |
180-27 |
177-01 |
|
| R3 |
179-19 |
178-25 |
176-15 |
|
| R2 |
177-17 |
177-17 |
176-09 |
|
| R1 |
176-23 |
176-23 |
176-03 |
177-04 |
| PP |
175-15 |
175-15 |
175-15 |
175-22 |
| S1 |
174-21 |
174-21 |
175-23 |
175-02 |
| S2 |
173-13 |
173-13 |
175-17 |
|
| S3 |
171-11 |
172-19 |
175-11 |
|
| S4 |
169-09 |
170-17 |
174-25 |
|
|
| 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 |
185-02 |
|
2.618 |
181-22 |
|
1.618 |
179-20 |
|
1.000 |
178-11 |
|
0.618 |
177-18 |
|
HIGH |
176-09 |
|
0.618 |
175-16 |
|
0.500 |
175-08 |
|
0.382 |
175-00 |
|
LOW |
174-07 |
|
0.618 |
172-30 |
|
1.000 |
172-05 |
|
1.618 |
170-28 |
|
2.618 |
168-26 |
|
4.250 |
165-15 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
175-22 |
175-09 |
| PP |
175-15 |
174-20 |
| S1 |
175-08 |
174-00 |
|