ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
174-12 |
176-04 |
1-24 |
1.0% |
178-12 |
| High |
176-09 |
178-13 |
2-04 |
1.2% |
178-26 |
| Low |
174-07 |
176-04 |
1-29 |
1.1% |
170-30 |
| Close |
175-29 |
178-11 |
2-14 |
1.4% |
172-16 |
| Range |
2-02 |
2-09 |
0-07 |
10.6% |
7-28 |
| ATR |
1-27 |
1-28 |
0-02 |
2.6% |
0-00 |
| Volume |
268,787 |
356,641 |
87,854 |
32.7% |
1,499,879 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-15 |
183-22 |
179-19 |
|
| R3 |
182-06 |
181-13 |
178-31 |
|
| R2 |
179-29 |
179-29 |
178-24 |
|
| R1 |
179-04 |
179-04 |
178-18 |
179-17 |
| PP |
177-20 |
177-20 |
177-20 |
177-26 |
| S1 |
176-27 |
176-27 |
178-04 |
177-08 |
| S2 |
175-11 |
175-11 |
177-30 |
|
| S3 |
173-02 |
174-18 |
177-23 |
|
| S4 |
170-25 |
172-09 |
177-03 |
|
|
| 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 |
188-03 |
|
2.618 |
184-12 |
|
1.618 |
182-03 |
|
1.000 |
180-22 |
|
0.618 |
179-26 |
|
HIGH |
178-13 |
|
0.618 |
177-17 |
|
0.500 |
177-09 |
|
0.382 |
177-00 |
|
LOW |
176-04 |
|
0.618 |
174-23 |
|
1.000 |
173-27 |
|
1.618 |
172-14 |
|
2.618 |
170-05 |
|
4.250 |
166-14 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-00 |
177-15 |
| PP |
177-20 |
176-19 |
| S1 |
177-09 |
175-23 |
|