ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
177-06 |
176-26 |
-0-12 |
-0.2% |
177-11 |
| High |
177-30 |
178-04 |
0-06 |
0.1% |
178-14 |
| Low |
176-16 |
176-13 |
-0-03 |
-0.1% |
174-29 |
| Close |
176-30 |
177-28 |
0-30 |
0.5% |
177-09 |
| Range |
1-14 |
1-23 |
0-09 |
19.6% |
3-17 |
| ATR |
1-23 |
1-23 |
0-00 |
0.0% |
0-00 |
| Volume |
206,358 |
266,546 |
60,188 |
29.2% |
1,194,717 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-20 |
181-31 |
178-26 |
|
| R3 |
180-29 |
180-08 |
178-11 |
|
| R2 |
179-06 |
179-06 |
178-06 |
|
| R1 |
178-17 |
178-17 |
178-01 |
178-27 |
| PP |
177-15 |
177-15 |
177-15 |
177-20 |
| S1 |
176-26 |
176-26 |
177-23 |
177-05 |
| S2 |
175-24 |
175-24 |
177-18 |
|
| S3 |
174-01 |
175-03 |
177-13 |
|
| S4 |
172-10 |
173-12 |
176-30 |
|
|
| 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 |
185-14 |
|
2.618 |
182-20 |
|
1.618 |
180-29 |
|
1.000 |
179-27 |
|
0.618 |
179-06 |
|
HIGH |
178-04 |
|
0.618 |
177-15 |
|
0.500 |
177-09 |
|
0.382 |
177-02 |
|
LOW |
176-13 |
|
0.618 |
175-11 |
|
1.000 |
174-22 |
|
1.618 |
173-20 |
|
2.618 |
171-29 |
|
4.250 |
169-03 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-22 |
177-22 |
| PP |
177-15 |
177-15 |
| S1 |
177-09 |
177-09 |
|