ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 08-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
178-01 |
179-07 |
1-06 |
0.7% |
179-05 |
High |
179-12 |
179-09 |
-0-03 |
-0.1% |
179-17 |
Low |
177-25 |
178-14 |
0-21 |
0.4% |
177-09 |
Close |
179-00 |
178-30 |
-0-02 |
0.0% |
178-09 |
Range |
1-19 |
0-27 |
-0-24 |
-47.1% |
2-08 |
ATR |
1-16 |
1-15 |
-0-02 |
-3.1% |
0-00 |
Volume |
201,678 |
216,441 |
14,763 |
7.3% |
1,013,581 |
|
Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-13 |
181-01 |
179-13 |
|
R3 |
180-18 |
180-06 |
179-05 |
|
R2 |
179-23 |
179-23 |
179-03 |
|
R1 |
179-11 |
179-11 |
179-00 |
179-04 |
PP |
178-28 |
178-28 |
178-28 |
178-25 |
S1 |
178-16 |
178-16 |
178-28 |
178-08 |
S2 |
178-01 |
178-01 |
178-25 |
|
S3 |
177-06 |
177-21 |
178-23 |
|
S4 |
176-11 |
176-26 |
178-15 |
|
|
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 |
179-12 |
177-06 |
2-06 |
1.2% |
1-09 |
0.7% |
80% |
False |
False |
218,185 |
10 |
179-17 |
176-13 |
3-04 |
1.7% |
1-07 |
0.7% |
81% |
False |
False |
236,334 |
20 |
179-17 |
174-07 |
5-10 |
3.0% |
1-13 |
0.8% |
89% |
False |
False |
240,672 |
40 |
180-28 |
170-30 |
9-30 |
5.6% |
1-18 |
0.9% |
81% |
False |
False |
225,896 |
60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-18 |
0.9% |
76% |
False |
False |
150,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-28 |
2.618 |
181-16 |
1.618 |
180-21 |
1.000 |
180-04 |
0.618 |
179-26 |
HIGH |
179-09 |
0.618 |
178-31 |
0.500 |
178-28 |
0.382 |
178-24 |
LOW |
178-14 |
0.618 |
177-29 |
1.000 |
177-19 |
1.618 |
177-02 |
2.618 |
176-07 |
4.250 |
174-27 |
|
|
Fisher Pivots for day following 08-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
178-29 |
178-23 |
PP |
178-28 |
178-16 |
S1 |
178-28 |
178-09 |
|