ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 18-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
177-27 |
178-08 |
0-13 |
0.2% |
181-15 |
High |
178-24 |
179-01 |
0-09 |
0.2% |
182-00 |
Low |
177-22 |
178-06 |
0-16 |
0.3% |
177-16 |
Close |
178-11 |
178-26 |
0-15 |
0.3% |
177-27 |
Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
4-16 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.6% |
0-00 |
Volume |
262,451 |
261,872 |
-579 |
-0.2% |
1,660,376 |
|
Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-07 |
180-27 |
179-09 |
|
R3 |
180-12 |
180-00 |
179-01 |
|
R2 |
179-17 |
179-17 |
178-31 |
|
R1 |
179-05 |
179-05 |
178-28 |
179-11 |
PP |
178-22 |
178-22 |
178-22 |
178-25 |
S1 |
178-10 |
178-10 |
178-24 |
178-16 |
S2 |
177-27 |
177-27 |
178-21 |
|
S3 |
177-00 |
177-15 |
178-19 |
|
S4 |
176-05 |
176-20 |
178-11 |
|
|
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 |
179-31 |
177-16 |
2-15 |
1.4% |
1-10 |
0.7% |
53% |
False |
False |
314,067 |
10 |
183-06 |
177-16 |
5-22 |
3.2% |
1-13 |
0.8% |
23% |
False |
False |
301,477 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-09 |
0.7% |
23% |
False |
False |
275,624 |
40 |
183-06 |
176-13 |
6-25 |
3.8% |
1-08 |
0.7% |
35% |
False |
False |
251,187 |
60 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
64% |
False |
False |
266,162 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
64% |
False |
False |
206,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-20 |
2.618 |
181-08 |
1.618 |
180-13 |
1.000 |
179-28 |
0.618 |
179-18 |
HIGH |
179-01 |
0.618 |
178-23 |
0.500 |
178-20 |
0.382 |
178-16 |
LOW |
178-06 |
0.618 |
177-21 |
1.000 |
177-11 |
1.618 |
176-26 |
2.618 |
175-31 |
4.250 |
174-19 |
|
|
Fisher Pivots for day following 18-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
178-24 |
178-21 |
PP |
178-22 |
178-16 |
S1 |
178-20 |
178-11 |
|