ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
178-14 |
178-01 |
-0-13 |
-0.2% |
179-05 |
High |
178-28 |
179-12 |
0-16 |
0.3% |
179-17 |
Low |
177-06 |
177-25 |
0-19 |
0.3% |
177-09 |
Close |
177-31 |
179-00 |
1-01 |
0.6% |
178-09 |
Range |
1-22 |
1-19 |
-0-03 |
-5.6% |
2-08 |
ATR |
1-16 |
1-16 |
0-00 |
0.4% |
0-00 |
Volume |
190,697 |
201,678 |
10,981 |
5.8% |
1,013,581 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-16 |
182-27 |
179-28 |
|
R3 |
181-29 |
181-08 |
179-14 |
|
R2 |
180-10 |
180-10 |
179-09 |
|
R1 |
179-21 |
179-21 |
179-05 |
179-31 |
PP |
178-23 |
178-23 |
178-23 |
178-28 |
S1 |
178-02 |
178-02 |
178-27 |
178-13 |
S2 |
177-04 |
177-04 |
178-23 |
|
S3 |
175-17 |
176-15 |
178-18 |
|
S4 |
173-30 |
174-28 |
178-04 |
|
|
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% |
1-12 |
0.8% |
77% |
False |
False |
238,000 |
10 |
179-17 |
176-13 |
3-04 |
1.7% |
1-09 |
0.7% |
83% |
False |
False |
235,326 |
20 |
179-17 |
173-00 |
6-17 |
3.6% |
1-15 |
0.8% |
92% |
False |
False |
242,899 |
40 |
180-28 |
170-30 |
9-30 |
5.6% |
1-18 |
0.9% |
81% |
False |
False |
220,548 |
60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-19 |
0.9% |
77% |
False |
False |
147,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
186-05 |
2.618 |
183-18 |
1.618 |
181-31 |
1.000 |
180-31 |
0.618 |
180-12 |
HIGH |
179-12 |
0.618 |
178-25 |
0.500 |
178-19 |
0.382 |
178-12 |
LOW |
177-25 |
0.618 |
176-25 |
1.000 |
176-06 |
1.618 |
175-06 |
2.618 |
173-19 |
4.250 |
171-00 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
178-28 |
178-24 |
PP |
178-23 |
178-17 |
S1 |
178-19 |
178-09 |
|