ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
181-16 |
181-12 |
-0-04 |
-0.1% |
179-22 |
High |
181-20 |
182-15 |
0-27 |
0.5% |
181-30 |
Low |
180-29 |
181-10 |
0-13 |
0.2% |
179-22 |
Close |
181-09 |
182-10 |
1-01 |
0.6% |
181-03 |
Range |
0-23 |
1-05 |
0-14 |
60.9% |
2-08 |
ATR |
1-07 |
1-07 |
0-00 |
-0.2% |
0-00 |
Volume |
214,198 |
238,489 |
24,291 |
11.3% |
1,117,368 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-16 |
185-02 |
182-30 |
|
R3 |
184-11 |
183-29 |
182-20 |
|
R2 |
183-06 |
183-06 |
182-17 |
|
R1 |
182-24 |
182-24 |
182-13 |
182-31 |
PP |
182-01 |
182-01 |
182-01 |
182-05 |
S1 |
181-19 |
181-19 |
182-07 |
181-26 |
S2 |
180-28 |
180-28 |
182-03 |
|
S3 |
179-23 |
180-14 |
182-00 |
|
S4 |
178-18 |
179-09 |
181-22 |
|
|
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 |
182-15 |
179-30 |
2-17 |
1.4% |
1-06 |
0.7% |
94% |
True |
False |
228,873 |
10 |
182-15 |
179-19 |
2-28 |
1.6% |
1-00 |
0.6% |
95% |
True |
False |
217,068 |
20 |
182-15 |
177-06 |
5-09 |
2.9% |
1-06 |
0.6% |
97% |
True |
False |
221,281 |
40 |
182-15 |
170-30 |
11-17 |
6.3% |
1-13 |
0.8% |
99% |
True |
False |
242,377 |
60 |
182-15 |
170-30 |
11-17 |
6.3% |
1-15 |
0.8% |
99% |
True |
False |
210,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
187-12 |
2.618 |
185-16 |
1.618 |
184-11 |
1.000 |
183-20 |
0.618 |
183-06 |
HIGH |
182-15 |
0.618 |
182-01 |
0.500 |
181-29 |
0.382 |
181-24 |
LOW |
181-10 |
0.618 |
180-19 |
1.000 |
180-05 |
1.618 |
179-14 |
2.618 |
178-09 |
4.250 |
176-13 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
182-06 |
181-30 |
PP |
182-01 |
181-18 |
S1 |
181-29 |
181-07 |
|