ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
182-09 |
181-15 |
-0-26 |
-0.4% |
182-13 |
High |
182-26 |
182-00 |
-0-26 |
-0.4% |
183-06 |
Low |
181-13 |
181-02 |
-0-11 |
-0.2% |
181-09 |
Close |
181-19 |
181-09 |
-0-10 |
-0.2% |
181-19 |
Range |
1-13 |
0-30 |
-0-15 |
-33.3% |
1-29 |
ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
Volume |
276,875 |
200,716 |
-76,159 |
-27.5% |
1,318,771 |
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
184-08 |
183-23 |
181-26 |
|
R3 |
183-10 |
182-25 |
181-17 |
|
R2 |
182-12 |
182-12 |
181-15 |
|
R1 |
181-27 |
181-27 |
181-12 |
181-21 |
PP |
181-14 |
181-14 |
181-14 |
181-11 |
S1 |
180-29 |
180-29 |
181-06 |
180-23 |
S2 |
180-16 |
180-16 |
181-04 |
|
S3 |
179-18 |
179-31 |
181-01 |
|
S4 |
178-20 |
179-01 |
180-25 |
|
|
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 |
181-02 |
2-04 |
1.2% |
1-10 |
0.7% |
10% |
False |
True |
249,427 |
10 |
183-06 |
179-30 |
3-08 |
1.8% |
1-08 |
0.7% |
41% |
False |
False |
256,723 |
20 |
183-06 |
179-03 |
4-03 |
2.3% |
1-03 |
0.6% |
53% |
False |
False |
234,660 |
40 |
183-06 |
174-29 |
8-09 |
4.6% |
1-08 |
0.7% |
77% |
False |
False |
235,927 |
60 |
183-06 |
170-30 |
12-08 |
6.8% |
1-14 |
0.8% |
84% |
False |
False |
242,000 |
80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-15 |
0.8% |
84% |
False |
False |
181,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
186-00 |
2.618 |
184-15 |
1.618 |
183-17 |
1.000 |
182-30 |
0.618 |
182-19 |
HIGH |
182-00 |
0.618 |
181-21 |
0.500 |
181-17 |
0.382 |
181-13 |
LOW |
181-02 |
0.618 |
180-15 |
1.000 |
180-04 |
1.618 |
179-17 |
2.618 |
178-19 |
4.250 |
177-02 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
181-17 |
182-04 |
PP |
181-14 |
181-27 |
S1 |
181-12 |
181-18 |
|