ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
177-11 |
176-28 |
-0-15 |
-0.3% |
172-18 |
High |
178-14 |
176-29 |
-1-17 |
-0.9% |
178-13 |
Low |
176-26 |
174-29 |
-1-29 |
-1.1% |
171-23 |
Close |
177-10 |
175-22 |
-1-20 |
-0.9% |
177-06 |
Range |
1-20 |
2-00 |
0-12 |
23.1% |
6-22 |
ATR |
1-27 |
1-28 |
0-01 |
2.2% |
0-00 |
Volume |
206,246 |
339,249 |
133,003 |
64.5% |
1,355,510 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-27 |
180-24 |
176-25 |
|
R3 |
179-27 |
178-24 |
176-08 |
|
R2 |
177-27 |
177-27 |
176-02 |
|
R1 |
176-24 |
176-24 |
175-28 |
176-10 |
PP |
175-27 |
175-27 |
175-27 |
175-19 |
S1 |
174-24 |
174-24 |
175-16 |
174-10 |
S2 |
173-27 |
173-27 |
175-10 |
|
S3 |
171-27 |
172-24 |
175-04 |
|
S4 |
169-27 |
170-24 |
174-19 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
195-27 |
193-06 |
180-28 |
|
R3 |
189-05 |
186-16 |
179-01 |
|
R2 |
182-15 |
182-15 |
178-13 |
|
R1 |
179-26 |
179-26 |
177-26 |
181-05 |
PP |
175-25 |
175-25 |
175-25 |
176-14 |
S1 |
173-04 |
173-04 |
176-18 |
174-15 |
S2 |
169-03 |
169-03 |
175-31 |
|
S3 |
162-13 |
166-14 |
175-11 |
|
S4 |
155-23 |
159-24 |
173-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
185-13 |
2.618 |
182-05 |
1.618 |
180-05 |
1.000 |
178-29 |
0.618 |
178-05 |
HIGH |
176-29 |
0.618 |
176-05 |
0.500 |
175-29 |
0.382 |
175-21 |
LOW |
174-29 |
0.618 |
173-21 |
1.000 |
172-29 |
1.618 |
171-21 |
2.618 |
169-21 |
4.250 |
166-13 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
175-29 |
176-22 |
PP |
175-27 |
176-11 |
S1 |
175-24 |
176-01 |
|