ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
180-15 |
181-16 |
1-01 |
0.6% |
179-22 |
High |
181-19 |
181-20 |
0-01 |
0.0% |
181-30 |
Low |
179-30 |
180-29 |
0-31 |
0.5% |
179-22 |
Close |
181-14 |
181-09 |
-0-05 |
-0.1% |
181-03 |
Range |
1-21 |
0-23 |
-0-30 |
-56.6% |
2-08 |
ATR |
1-08 |
1-07 |
-0-01 |
-3.1% |
0-00 |
Volume |
233,614 |
214,198 |
-19,416 |
-8.3% |
1,117,368 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-14 |
183-02 |
181-22 |
|
R3 |
182-23 |
182-11 |
181-15 |
|
R2 |
182-00 |
182-00 |
181-13 |
|
R1 |
181-20 |
181-20 |
181-11 |
181-15 |
PP |
181-09 |
181-09 |
181-09 |
181-06 |
S1 |
180-29 |
180-29 |
181-07 |
180-24 |
S2 |
180-18 |
180-18 |
181-05 |
|
S3 |
179-27 |
180-06 |
181-03 |
|
S4 |
179-04 |
179-15 |
180-28 |
|
|
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% |
67% |
False |
False |
232,654 |
10 |
181-30 |
179-16 |
2-14 |
1.3% |
1-00 |
0.5% |
73% |
False |
False |
210,985 |
20 |
181-30 |
177-06 |
4-24 |
2.6% |
1-06 |
0.6% |
86% |
False |
False |
223,264 |
40 |
181-30 |
170-30 |
11-00 |
6.1% |
1-14 |
0.8% |
94% |
False |
False |
244,353 |
60 |
181-30 |
170-30 |
11-00 |
6.1% |
1-16 |
0.8% |
94% |
False |
False |
206,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-22 |
2.618 |
183-16 |
1.618 |
182-25 |
1.000 |
182-11 |
0.618 |
182-02 |
HIGH |
181-20 |
0.618 |
181-11 |
0.500 |
181-09 |
0.382 |
181-06 |
LOW |
180-29 |
0.618 |
180-15 |
1.000 |
180-06 |
1.618 |
179-24 |
2.618 |
179-01 |
4.250 |
177-27 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
181-09 |
181-04 |
PP |
181-09 |
180-31 |
S1 |
181-09 |
180-26 |
|