ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
181-28 |
182-09 |
0-13 |
0.2% |
182-13 |
High |
183-06 |
182-26 |
-0-12 |
-0.2% |
183-06 |
Low |
181-23 |
181-13 |
-0-10 |
-0.2% |
181-09 |
Close |
182-08 |
181-19 |
-0-21 |
-0.4% |
181-19 |
Range |
1-15 |
1-13 |
-0-02 |
-4.3% |
1-29 |
ATR |
1-08 |
1-09 |
0-00 |
0.8% |
0-00 |
Volume |
262,815 |
276,875 |
14,060 |
5.3% |
1,318,771 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
186-05 |
185-09 |
182-12 |
|
R3 |
184-24 |
183-28 |
181-31 |
|
R2 |
183-11 |
183-11 |
181-27 |
|
R1 |
182-15 |
182-15 |
181-23 |
182-07 |
PP |
181-30 |
181-30 |
181-30 |
181-26 |
S1 |
181-02 |
181-02 |
181-15 |
180-26 |
S2 |
180-17 |
180-17 |
181-11 |
|
S3 |
179-04 |
179-21 |
181-07 |
|
S4 |
177-23 |
178-08 |
180-26 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
187-24 |
186-18 |
182-21 |
|
R3 |
185-27 |
184-21 |
182-04 |
|
R2 |
183-30 |
183-30 |
181-30 |
|
R1 |
182-24 |
182-24 |
181-25 |
182-13 |
PP |
182-01 |
182-01 |
182-01 |
181-27 |
S1 |
180-27 |
180-27 |
181-13 |
180-16 |
S2 |
180-04 |
180-04 |
181-08 |
|
S3 |
178-07 |
178-30 |
181-02 |
|
S4 |
176-10 |
177-01 |
180-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
183-06 |
181-09 |
1-29 |
1.0% |
1-12 |
0.8% |
16% |
False |
False |
263,754 |
10 |
183-06 |
179-30 |
3-08 |
1.8% |
1-09 |
0.7% |
51% |
False |
False |
257,583 |
20 |
183-06 |
178-31 |
4-07 |
2.3% |
1-04 |
0.6% |
62% |
False |
False |
235,370 |
40 |
183-06 |
174-29 |
8-09 |
4.6% |
1-08 |
0.7% |
81% |
False |
False |
237,027 |
60 |
183-06 |
170-30 |
12-08 |
6.7% |
1-14 |
0.8% |
87% |
False |
False |
238,752 |
80 |
183-06 |
170-30 |
12-08 |
6.7% |
1-16 |
0.8% |
87% |
False |
False |
179,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
188-25 |
2.618 |
186-16 |
1.618 |
185-03 |
1.000 |
184-07 |
0.618 |
183-22 |
HIGH |
182-26 |
0.618 |
182-09 |
0.500 |
182-04 |
0.382 |
181-30 |
LOW |
181-13 |
0.618 |
180-17 |
1.000 |
180-00 |
1.618 |
179-04 |
2.618 |
177-23 |
4.250 |
175-14 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
182-04 |
182-10 |
PP |
181-30 |
182-02 |
S1 |
181-25 |
181-27 |
|