ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
182-13 |
181-25 |
-0-20 |
-0.3% |
181-00 |
| High |
182-17 |
183-00 |
0-15 |
0.3% |
182-26 |
| Low |
181-09 |
181-19 |
0-10 |
0.2% |
179-30 |
| Close |
181-19 |
182-25 |
1-06 |
0.7% |
182-09 |
| Range |
1-08 |
1-13 |
0-05 |
12.5% |
2-28 |
| ATR |
1-07 |
1-07 |
0-00 |
1.1% |
0-00 |
| Volume |
272,350 |
216,348 |
-56,002 |
-20.6% |
1,257,067 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-22 |
186-04 |
183-18 |
|
| R3 |
185-09 |
184-23 |
183-05 |
|
| R2 |
183-28 |
183-28 |
183-01 |
|
| R1 |
183-10 |
183-10 |
182-29 |
183-19 |
| PP |
182-15 |
182-15 |
182-15 |
182-19 |
| S1 |
181-29 |
181-29 |
182-21 |
182-06 |
| S2 |
181-02 |
181-02 |
182-17 |
|
| S3 |
179-21 |
180-16 |
182-13 |
|
| S4 |
178-08 |
179-03 |
182-00 |
|
|
| 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 |
183-00 |
180-29 |
2-03 |
1.1% |
1-04 |
0.6% |
90% |
True |
False |
260,566 |
| 10 |
183-00 |
179-30 |
3-02 |
1.7% |
1-04 |
0.6% |
93% |
True |
False |
249,772 |
| 20 |
183-00 |
178-14 |
4-18 |
2.5% |
1-05 |
0.6% |
95% |
True |
False |
233,972 |
| 40 |
183-00 |
173-00 |
10-00 |
5.5% |
1-10 |
0.7% |
98% |
True |
False |
238,435 |
| 60 |
183-00 |
170-30 |
12-02 |
6.6% |
1-14 |
0.8% |
98% |
True |
False |
225,023 |
| 80 |
183-00 |
170-30 |
12-02 |
6.6% |
1-15 |
0.8% |
98% |
True |
False |
168,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
188-31 |
|
2.618 |
186-22 |
|
1.618 |
185-09 |
|
1.000 |
184-13 |
|
0.618 |
183-28 |
|
HIGH |
183-00 |
|
0.618 |
182-15 |
|
0.500 |
182-10 |
|
0.382 |
182-04 |
|
LOW |
181-19 |
|
0.618 |
180-23 |
|
1.000 |
180-06 |
|
1.618 |
179-10 |
|
2.618 |
177-29 |
|
4.250 |
175-20 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
182-20 |
182-18 |
| PP |
182-15 |
182-11 |
| S1 |
182-10 |
182-05 |
|