ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
175-18 |
175-31 |
0-13 |
0.2% |
172-18 |
| High |
176-13 |
177-15 |
1-02 |
0.6% |
178-13 |
| Low |
175-09 |
175-30 |
0-21 |
0.4% |
171-23 |
| Close |
176-06 |
177-13 |
1-07 |
0.7% |
177-06 |
| Range |
1-04 |
1-17 |
0-13 |
36.1% |
6-22 |
| ATR |
1-27 |
1-26 |
-0-01 |
-1.2% |
0-00 |
| Volume |
241,263 |
200,939 |
-40,324 |
-16.7% |
1,355,510 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-17 |
181-00 |
178-08 |
|
| R3 |
180-00 |
179-15 |
177-26 |
|
| R2 |
178-15 |
178-15 |
177-22 |
|
| R1 |
177-30 |
177-30 |
177-17 |
178-07 |
| PP |
176-30 |
176-30 |
176-30 |
177-02 |
| S1 |
176-13 |
176-13 |
177-09 |
176-22 |
| S2 |
175-13 |
175-13 |
177-04 |
|
| S3 |
173-28 |
174-28 |
177-00 |
|
| S4 |
172-11 |
173-11 |
176-18 |
|
|
| 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 |
183-31 |
|
2.618 |
181-15 |
|
1.618 |
179-30 |
|
1.000 |
179-00 |
|
0.618 |
178-13 |
|
HIGH |
177-15 |
|
0.618 |
176-28 |
|
0.500 |
176-23 |
|
0.382 |
176-17 |
|
LOW |
175-30 |
|
0.618 |
175-00 |
|
1.000 |
174-13 |
|
1.618 |
173-15 |
|
2.618 |
171-30 |
|
4.250 |
169-14 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-06 |
177-00 |
| PP |
176-30 |
176-19 |
| S1 |
176-23 |
176-06 |
|