ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
178-20 |
180-05 |
1-17 |
0.9% |
178-14 |
High |
180-18 |
181-14 |
0-28 |
0.5% |
181-14 |
Low |
178-19 |
179-17 |
0-30 |
0.5% |
177-06 |
Close |
180-12 |
179-26 |
-0-18 |
-0.3% |
179-26 |
Range |
1-31 |
1-29 |
-0-02 |
-3.2% |
4-08 |
ATR |
1-16 |
1-17 |
0-01 |
1.9% |
0-00 |
Volume |
318,450 |
267,219 |
-51,231 |
-16.1% |
1,194,485 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-31 |
184-26 |
180-28 |
|
R3 |
184-02 |
182-29 |
180-11 |
|
R2 |
182-05 |
182-05 |
180-05 |
|
R1 |
181-00 |
181-00 |
180-00 |
180-20 |
PP |
180-08 |
180-08 |
180-08 |
180-03 |
S1 |
179-03 |
179-03 |
179-20 |
178-23 |
S2 |
178-11 |
178-11 |
179-15 |
|
S3 |
176-14 |
177-06 |
179-09 |
|
S4 |
174-17 |
175-09 |
178-24 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
192-07 |
190-09 |
182-05 |
|
R3 |
187-31 |
186-01 |
180-31 |
|
R2 |
183-23 |
183-23 |
180-19 |
|
R1 |
181-25 |
181-25 |
180-06 |
182-24 |
PP |
179-15 |
179-15 |
179-15 |
179-31 |
S1 |
177-17 |
177-17 |
179-14 |
178-16 |
S2 |
175-07 |
175-07 |
179-01 |
|
S3 |
170-31 |
173-09 |
178-21 |
|
S4 |
166-23 |
169-01 |
177-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
181-14 |
177-06 |
4-08 |
2.4% |
1-19 |
0.9% |
62% |
True |
False |
238,897 |
10 |
181-14 |
177-06 |
4-08 |
2.4% |
1-12 |
0.8% |
62% |
True |
False |
244,388 |
20 |
181-14 |
174-29 |
6-17 |
3.6% |
1-13 |
0.8% |
75% |
True |
False |
238,684 |
40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-19 |
0.9% |
85% |
True |
False |
240,444 |
60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-20 |
0.9% |
84% |
False |
False |
160,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
189-17 |
2.618 |
186-14 |
1.618 |
184-17 |
1.000 |
183-11 |
0.618 |
182-20 |
HIGH |
181-14 |
0.618 |
180-23 |
0.500 |
180-16 |
0.382 |
180-08 |
LOW |
179-17 |
0.618 |
178-11 |
1.000 |
177-20 |
1.618 |
176-14 |
2.618 |
174-17 |
4.250 |
171-14 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
180-16 |
179-30 |
PP |
180-08 |
179-29 |
S1 |
180-01 |
179-27 |
|