ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
178-15 |
178-09 |
-0-06 |
-0.1% |
177-24 |
High |
178-16 |
178-18 |
0-02 |
0.0% |
179-08 |
Low |
177-15 |
177-09 |
-0-06 |
-0.1% |
176-13 |
Close |
178-04 |
178-09 |
0-05 |
0.1% |
179-03 |
Range |
1-01 |
1-09 |
0-08 |
24.2% |
2-27 |
ATR |
1-16 |
1-16 |
-0-01 |
-1.1% |
0-00 |
Volume |
278,149 |
203,962 |
-74,187 |
-26.7% |
1,126,203 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-28 |
181-12 |
179-00 |
|
R3 |
180-19 |
180-03 |
178-20 |
|
R2 |
179-10 |
179-10 |
178-17 |
|
R1 |
178-26 |
178-26 |
178-13 |
178-30 |
PP |
178-01 |
178-01 |
178-01 |
178-03 |
S1 |
177-17 |
177-17 |
178-05 |
177-21 |
S2 |
176-24 |
176-24 |
178-01 |
|
S3 |
175-15 |
176-08 |
177-30 |
|
S4 |
174-06 |
174-31 |
177-18 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
186-25 |
185-25 |
180-21 |
|
R3 |
183-30 |
182-30 |
179-28 |
|
R2 |
181-03 |
181-03 |
179-20 |
|
R1 |
180-03 |
180-03 |
179-11 |
180-19 |
PP |
178-08 |
178-08 |
178-08 |
178-16 |
S1 |
177-08 |
177-08 |
178-27 |
177-24 |
S2 |
175-13 |
175-13 |
178-18 |
|
S3 |
172-18 |
174-13 |
178-10 |
|
S4 |
169-23 |
171-18 |
177-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
179-17 |
177-09 |
2-08 |
1.3% |
1-04 |
0.6% |
44% |
False |
True |
249,879 |
10 |
179-17 |
176-02 |
3-15 |
1.9% |
1-06 |
0.7% |
64% |
False |
False |
234,680 |
20 |
179-17 |
170-30 |
8-19 |
4.8% |
1-18 |
0.9% |
85% |
False |
False |
257,919 |
40 |
180-28 |
170-30 |
9-30 |
5.6% |
1-20 |
0.9% |
74% |
False |
False |
210,808 |
60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-19 |
0.9% |
70% |
False |
False |
140,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-00 |
2.618 |
181-29 |
1.618 |
180-20 |
1.000 |
179-27 |
0.618 |
179-11 |
HIGH |
178-18 |
0.618 |
178-02 |
0.500 |
177-30 |
0.382 |
177-25 |
LOW |
177-09 |
0.618 |
176-16 |
1.000 |
176-00 |
1.618 |
175-07 |
2.618 |
173-30 |
4.250 |
171-27 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
178-05 |
178-13 |
PP |
178-01 |
178-12 |
S1 |
177-30 |
178-10 |
|