ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
178-20 |
177-22 |
-0-30 |
-0.5% |
181-15 |
High |
179-20 |
178-15 |
-1-05 |
-0.6% |
182-00 |
Low |
177-16 |
177-21 |
0-05 |
0.1% |
177-16 |
Close |
177-26 |
177-27 |
0-01 |
0.0% |
177-27 |
Range |
2-04 |
0-26 |
-1-10 |
-61.8% |
4-16 |
ATR |
1-13 |
1-12 |
-0-01 |
-3.0% |
0-00 |
Volume |
379,954 |
296,412 |
-83,542 |
-22.0% |
1,660,376 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-14 |
179-30 |
178-09 |
|
R3 |
179-20 |
179-04 |
178-02 |
|
R2 |
178-26 |
178-26 |
178-00 |
|
R1 |
178-10 |
178-10 |
177-29 |
178-18 |
PP |
178-00 |
178-00 |
178-00 |
178-04 |
S1 |
177-16 |
177-16 |
177-25 |
177-24 |
S2 |
177-06 |
177-06 |
177-22 |
|
S3 |
176-12 |
176-22 |
177-20 |
|
S4 |
175-18 |
175-28 |
177-13 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
192-20 |
189-23 |
180-10 |
|
R3 |
188-04 |
185-07 |
179-03 |
|
R2 |
183-20 |
183-20 |
178-21 |
|
R1 |
180-23 |
180-23 |
178-08 |
179-30 |
PP |
179-04 |
179-04 |
179-04 |
178-23 |
S1 |
176-07 |
176-07 |
177-14 |
175-14 |
S2 |
174-20 |
174-20 |
177-01 |
|
S3 |
170-04 |
171-23 |
176-19 |
|
S4 |
165-20 |
167-07 |
175-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
182-00 |
177-16 |
4-16 |
2.5% |
1-18 |
0.9% |
8% |
False |
False |
332,075 |
10 |
183-06 |
177-16 |
5-22 |
3.2% |
1-15 |
0.8% |
6% |
False |
False |
297,914 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-08 |
0.7% |
6% |
False |
False |
267,679 |
40 |
183-06 |
176-02 |
7-04 |
4.0% |
1-08 |
0.7% |
25% |
False |
False |
247,726 |
60 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
56% |
False |
False |
264,560 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
56% |
False |
False |
199,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-30 |
2.618 |
180-19 |
1.618 |
179-25 |
1.000 |
179-09 |
0.618 |
178-31 |
HIGH |
178-15 |
0.618 |
178-05 |
0.500 |
178-02 |
0.382 |
177-31 |
LOW |
177-21 |
0.618 |
177-05 |
1.000 |
176-27 |
1.618 |
176-11 |
2.618 |
175-17 |
4.250 |
174-07 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
178-02 |
178-24 |
PP |
178-00 |
178-14 |
S1 |
177-29 |
178-05 |
|