ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
181-00 |
180-15 |
-0-17 |
-0.3% |
179-22 |
High |
181-21 |
181-19 |
-0-02 |
0.0% |
181-30 |
Low |
180-13 |
179-30 |
-0-15 |
-0.3% |
179-22 |
Close |
180-21 |
181-14 |
0-25 |
0.4% |
181-03 |
Range |
1-08 |
1-21 |
0-13 |
32.5% |
2-08 |
ATR |
1-08 |
1-08 |
0-01 |
2.4% |
0-00 |
Volume |
209,318 |
233,614 |
24,296 |
11.6% |
1,117,368 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-31 |
185-11 |
182-11 |
|
R3 |
184-10 |
183-22 |
181-29 |
|
R2 |
182-21 |
182-21 |
181-24 |
|
R1 |
182-01 |
182-01 |
181-19 |
182-11 |
PP |
181-00 |
181-00 |
181-00 |
181-05 |
S1 |
180-12 |
180-12 |
181-09 |
180-22 |
S2 |
179-11 |
179-11 |
181-04 |
|
S3 |
177-22 |
178-23 |
180-31 |
|
S4 |
176-01 |
177-02 |
180-17 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
187-21 |
186-20 |
182-11 |
|
R3 |
185-13 |
184-12 |
181-23 |
|
R2 |
183-05 |
183-05 |
181-16 |
|
R1 |
182-04 |
182-04 |
181-10 |
182-21 |
PP |
180-29 |
180-29 |
180-29 |
181-05 |
S1 |
179-28 |
179-28 |
180-28 |
180-13 |
S2 |
178-21 |
178-21 |
180-22 |
|
S3 |
176-13 |
177-20 |
180-15 |
|
S4 |
174-05 |
175-12 |
179-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
181-30 |
179-30 |
2-00 |
1.1% |
1-04 |
0.6% |
75% |
False |
True |
238,978 |
10 |
181-30 |
179-03 |
2-27 |
1.6% |
1-01 |
0.6% |
82% |
False |
False |
211,025 |
20 |
181-30 |
177-06 |
4-24 |
2.6% |
1-07 |
0.7% |
89% |
False |
False |
228,330 |
40 |
181-30 |
170-30 |
11-00 |
6.1% |
1-14 |
0.8% |
95% |
False |
False |
243,497 |
60 |
181-30 |
170-30 |
11-00 |
6.1% |
1-16 |
0.8% |
95% |
False |
False |
203,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
188-20 |
2.618 |
185-30 |
1.618 |
184-09 |
1.000 |
183-08 |
0.618 |
182-20 |
HIGH |
181-19 |
0.618 |
180-31 |
0.500 |
180-25 |
0.382 |
180-18 |
LOW |
179-30 |
0.618 |
178-29 |
1.000 |
178-09 |
1.618 |
177-08 |
2.618 |
175-19 |
4.250 |
172-29 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
181-07 |
181-09 |
PP |
181-00 |
181-03 |
S1 |
180-25 |
180-30 |
|