ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
180-02 |
179-22 |
-0-12 |
-0.2% |
179-19 |
High |
180-18 |
180-15 |
-0-03 |
-0.1% |
180-24 |
Low |
179-19 |
179-22 |
0-03 |
0.1% |
178-31 |
Close |
179-23 |
180-00 |
0-09 |
0.2% |
179-23 |
Range |
0-31 |
0-25 |
-0-06 |
-19.3% |
1-25 |
ATR |
1-13 |
1-11 |
-0-01 |
-3.1% |
0-00 |
Volume |
157,697 |
179,104 |
21,407 |
13.6% |
1,014,202 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-13 |
181-31 |
180-14 |
|
R3 |
181-20 |
181-06 |
180-07 |
|
R2 |
180-27 |
180-27 |
180-05 |
|
R1 |
180-13 |
180-13 |
180-02 |
180-20 |
PP |
180-02 |
180-02 |
180-02 |
180-05 |
S1 |
179-20 |
179-20 |
179-30 |
179-27 |
S2 |
179-09 |
179-09 |
179-27 |
|
S3 |
178-16 |
178-27 |
179-25 |
|
S4 |
177-23 |
178-02 |
179-18 |
|
|
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 |
179-03 |
1-21 |
0.9% |
0-31 |
0.5% |
55% |
False |
False |
195,679 |
10 |
181-14 |
177-25 |
3-21 |
2.0% |
1-07 |
0.7% |
61% |
False |
False |
219,709 |
20 |
181-14 |
176-13 |
5-01 |
2.8% |
1-07 |
0.7% |
71% |
False |
False |
226,378 |
40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-16 |
0.8% |
86% |
False |
False |
261,929 |
60 |
181-14 |
170-30 |
10-16 |
5.8% |
1-18 |
0.9% |
86% |
False |
False |
180,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-25 |
2.618 |
182-16 |
1.618 |
181-23 |
1.000 |
181-08 |
0.618 |
180-30 |
HIGH |
180-15 |
0.618 |
180-05 |
0.500 |
180-03 |
0.382 |
180-00 |
LOW |
179-22 |
0.618 |
179-07 |
1.000 |
178-29 |
1.618 |
178-14 |
2.618 |
177-21 |
4.250 |
176-12 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
180-03 |
180-01 |
PP |
180-02 |
180-01 |
S1 |
180-01 |
180-00 |
|