ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
182-04 |
182-13 |
0-09 |
0.2% |
181-00 |
High |
182-26 |
182-17 |
-0-09 |
-0.2% |
182-26 |
Low |
181-21 |
181-09 |
-0-12 |
-0.2% |
179-30 |
Close |
182-09 |
181-19 |
-0-22 |
-0.4% |
182-09 |
Range |
1-05 |
1-08 |
0-03 |
8.1% |
2-28 |
ATR |
1-07 |
1-07 |
0-00 |
0.2% |
0-00 |
Volume |
361,448 |
272,350 |
-89,098 |
-24.7% |
1,257,067 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-18 |
184-26 |
182-09 |
|
R3 |
184-10 |
183-18 |
181-30 |
|
R2 |
183-02 |
183-02 |
181-26 |
|
R1 |
182-10 |
182-10 |
181-23 |
182-02 |
PP |
181-26 |
181-26 |
181-26 |
181-22 |
S1 |
181-02 |
181-02 |
181-15 |
180-26 |
S2 |
180-18 |
180-18 |
181-12 |
|
S3 |
179-10 |
179-26 |
181-08 |
|
S4 |
178-02 |
178-18 |
180-29 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
190-10 |
189-05 |
183-28 |
|
R3 |
187-14 |
186-09 |
183-02 |
|
R2 |
184-18 |
184-18 |
182-26 |
|
R1 |
183-13 |
183-13 |
182-17 |
184-00 |
PP |
181-22 |
181-22 |
181-22 |
181-31 |
S1 |
180-17 |
180-17 |
182-01 |
181-04 |
S2 |
178-26 |
178-26 |
181-24 |
|
S3 |
175-30 |
177-21 |
181-16 |
|
S4 |
173-02 |
174-25 |
180-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
182-26 |
179-30 |
2-28 |
1.6% |
1-06 |
0.7% |
58% |
False |
False |
264,019 |
10 |
182-26 |
179-27 |
2-31 |
1.6% |
1-02 |
0.6% |
59% |
False |
False |
246,768 |
20 |
182-26 |
177-25 |
5-01 |
2.8% |
1-05 |
0.6% |
76% |
False |
False |
233,238 |
40 |
182-26 |
171-23 |
11-03 |
6.1% |
1-10 |
0.7% |
89% |
False |
False |
238,637 |
60 |
182-26 |
170-30 |
11-28 |
6.5% |
1-14 |
0.8% |
90% |
False |
False |
221,441 |
80 |
182-26 |
170-30 |
11-28 |
6.5% |
1-15 |
0.8% |
90% |
False |
False |
166,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
187-27 |
2.618 |
185-26 |
1.618 |
184-18 |
1.000 |
183-25 |
0.618 |
183-10 |
HIGH |
182-17 |
0.618 |
182-02 |
0.500 |
181-29 |
0.382 |
181-24 |
LOW |
181-09 |
0.618 |
180-16 |
1.000 |
180-01 |
1.618 |
179-08 |
2.618 |
178-00 |
4.250 |
175-31 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
181-29 |
182-02 |
PP |
181-26 |
181-29 |
S1 |
181-22 |
181-24 |
|