ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
178-09 |
178-14 |
0-05 |
0.1% |
179-05 |
| High |
178-18 |
178-28 |
0-10 |
0.2% |
179-17 |
| Low |
177-09 |
177-06 |
-0-03 |
-0.1% |
177-09 |
| Close |
178-09 |
177-31 |
-0-10 |
-0.2% |
178-09 |
| Range |
1-09 |
1-22 |
0-13 |
31.7% |
2-08 |
| ATR |
1-16 |
1-16 |
0-00 |
1.0% |
0-00 |
| Volume |
203,962 |
190,697 |
-13,265 |
-6.5% |
1,013,581 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-02 |
182-07 |
178-29 |
|
| R3 |
181-12 |
180-17 |
178-14 |
|
| R2 |
179-22 |
179-22 |
178-09 |
|
| R1 |
178-27 |
178-27 |
178-04 |
178-14 |
| PP |
178-00 |
178-00 |
178-00 |
177-26 |
| S1 |
177-05 |
177-05 |
177-26 |
176-24 |
| S2 |
176-10 |
176-10 |
177-21 |
|
| S3 |
174-20 |
175-15 |
177-16 |
|
| S4 |
172-30 |
173-25 |
177-01 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-04 |
183-30 |
179-17 |
|
| R3 |
182-28 |
181-22 |
178-29 |
|
| R2 |
180-20 |
180-20 |
178-22 |
|
| R1 |
179-14 |
179-14 |
178-16 |
178-29 |
| PP |
178-12 |
178-12 |
178-12 |
178-03 |
| S1 |
177-06 |
177-06 |
178-02 |
176-21 |
| S2 |
176-04 |
176-04 |
177-28 |
|
| S3 |
173-28 |
174-30 |
177-21 |
|
| S4 |
171-20 |
172-22 |
177-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
179-17 |
177-06 |
2-11 |
1.3% |
1-06 |
0.7% |
33% |
False |
True |
240,855 |
| 10 |
179-17 |
176-13 |
3-04 |
1.8% |
1-07 |
0.7% |
50% |
False |
False |
233,048 |
| 20 |
179-17 |
171-23 |
7-26 |
4.4% |
1-15 |
0.8% |
80% |
False |
False |
244,035 |
| 40 |
180-28 |
170-30 |
9-30 |
5.6% |
1-19 |
0.9% |
71% |
False |
False |
215,542 |
| 60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-18 |
0.9% |
67% |
False |
False |
143,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186-02 |
|
2.618 |
183-09 |
|
1.618 |
181-19 |
|
1.000 |
180-18 |
|
0.618 |
179-29 |
|
HIGH |
178-28 |
|
0.618 |
178-07 |
|
0.500 |
178-01 |
|
0.382 |
177-27 |
|
LOW |
177-06 |
|
0.618 |
176-05 |
|
1.000 |
175-16 |
|
1.618 |
174-15 |
|
2.618 |
172-25 |
|
4.250 |
170-00 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-01 |
178-01 |
| PP |
178-00 |
178-00 |
| S1 |
178-00 |
178-00 |
|