ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
177-24 |
177-06 |
-0-18 |
-0.3% |
177-11 |
| High |
178-01 |
177-30 |
-0-03 |
-0.1% |
178-14 |
| Low |
177-03 |
176-16 |
-0-19 |
-0.3% |
174-29 |
| Close |
177-09 |
176-30 |
-0-11 |
-0.2% |
177-09 |
| Range |
0-30 |
1-14 |
0-16 |
53.3% |
3-17 |
| ATR |
1-23 |
1-23 |
-0-01 |
-1.2% |
0-00 |
| Volume |
178,895 |
206,358 |
27,463 |
15.4% |
1,194,717 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-14 |
180-20 |
177-23 |
|
| R3 |
180-00 |
179-06 |
177-11 |
|
| R2 |
178-18 |
178-18 |
177-06 |
|
| R1 |
177-24 |
177-24 |
177-02 |
177-14 |
| PP |
177-04 |
177-04 |
177-04 |
176-31 |
| S1 |
176-10 |
176-10 |
176-26 |
176-00 |
| S2 |
175-22 |
175-22 |
176-22 |
|
| S3 |
174-08 |
174-28 |
176-17 |
|
| S4 |
172-26 |
173-14 |
176-05 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187-15 |
185-29 |
179-07 |
|
| R3 |
183-30 |
182-12 |
178-08 |
|
| R2 |
180-13 |
180-13 |
177-30 |
|
| R1 |
178-27 |
178-27 |
177-19 |
177-28 |
| PP |
176-28 |
176-28 |
176-28 |
176-12 |
| S1 |
175-10 |
175-10 |
176-31 |
174-11 |
| S2 |
173-11 |
173-11 |
176-20 |
|
| S3 |
169-26 |
171-25 |
176-10 |
|
| S4 |
166-09 |
168-08 |
175-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-02 |
|
2.618 |
181-22 |
|
1.618 |
180-08 |
|
1.000 |
179-12 |
|
0.618 |
178-26 |
|
HIGH |
177-30 |
|
0.618 |
177-12 |
|
0.500 |
177-07 |
|
0.382 |
177-02 |
|
LOW |
176-16 |
|
0.618 |
175-20 |
|
1.000 |
175-02 |
|
1.618 |
174-06 |
|
2.618 |
172-24 |
|
4.250 |
170-12 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-07 |
177-02 |
| PP |
177-04 |
177-00 |
| S1 |
177-01 |
176-31 |
|