ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
179-21 |
180-02 |
0-13 |
0.2% |
179-19 |
High |
180-15 |
180-18 |
0-03 |
0.1% |
180-24 |
Low |
179-16 |
179-19 |
0-03 |
0.1% |
178-31 |
Close |
180-07 |
179-23 |
-0-16 |
-0.3% |
179-23 |
Range |
0-31 |
0-31 |
0-00 |
0.0% |
1-25 |
ATR |
1-14 |
1-13 |
-0-01 |
-2.3% |
0-00 |
Volume |
177,664 |
157,697 |
-19,967 |
-11.2% |
1,014,202 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-28 |
182-08 |
180-08 |
|
R3 |
181-29 |
181-09 |
180-00 |
|
R2 |
180-30 |
180-30 |
179-29 |
|
R1 |
180-10 |
180-10 |
179-26 |
180-05 |
PP |
179-31 |
179-31 |
179-31 |
179-28 |
S1 |
179-11 |
179-11 |
179-20 |
179-06 |
S2 |
179-00 |
179-00 |
179-17 |
|
S3 |
178-01 |
178-12 |
179-14 |
|
S4 |
177-02 |
177-13 |
179-06 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-05 |
184-07 |
180-22 |
|
R3 |
183-12 |
182-14 |
180-07 |
|
R2 |
181-19 |
181-19 |
180-01 |
|
R1 |
180-21 |
180-21 |
179-28 |
181-04 |
PP |
179-26 |
179-26 |
179-26 |
180-02 |
S1 |
178-28 |
178-28 |
179-18 |
179-11 |
S2 |
178-01 |
178-01 |
179-13 |
|
S3 |
176-08 |
177-03 |
179-07 |
|
S4 |
174-15 |
175-10 |
178-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
180-24 |
178-31 |
1-25 |
1.0% |
1-02 |
0.6% |
42% |
False |
False |
202,840 |
10 |
181-14 |
177-06 |
4-08 |
2.4% |
1-10 |
0.7% |
60% |
False |
False |
220,868 |
20 |
181-14 |
176-02 |
5-12 |
3.0% |
1-08 |
0.7% |
68% |
False |
False |
227,774 |
40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-16 |
0.8% |
84% |
False |
False |
263,001 |
60 |
181-14 |
170-30 |
10-16 |
5.8% |
1-18 |
0.9% |
84% |
False |
False |
177,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-22 |
2.618 |
183-03 |
1.618 |
182-04 |
1.000 |
181-17 |
0.618 |
181-05 |
HIGH |
180-18 |
0.618 |
180-06 |
0.500 |
180-03 |
0.382 |
179-31 |
LOW |
179-19 |
0.618 |
179-00 |
1.000 |
178-20 |
1.618 |
178-01 |
2.618 |
177-02 |
4.250 |
175-15 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
180-03 |
179-27 |
PP |
179-31 |
179-25 |
S1 |
179-27 |
179-24 |
|