ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
178-27 |
178-07 |
-0-20 |
-0.3% |
181-15 |
High |
179-13 |
179-16 |
0-03 |
0.1% |
182-00 |
Low |
178-00 |
178-07 |
0-07 |
0.1% |
177-16 |
Close |
178-14 |
179-11 |
0-29 |
0.5% |
177-27 |
Range |
1-13 |
1-09 |
-0-04 |
-8.9% |
4-16 |
ATR |
1-10 |
1-10 |
0-00 |
-0.2% |
0-00 |
Volume |
366,239 |
333,610 |
-32,629 |
-8.9% |
1,660,376 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-28 |
182-12 |
180-02 |
|
R3 |
181-19 |
181-03 |
179-22 |
|
R2 |
180-10 |
180-10 |
179-19 |
|
R1 |
179-26 |
179-26 |
179-15 |
180-02 |
PP |
179-01 |
179-01 |
179-01 |
179-05 |
S1 |
178-17 |
178-17 |
179-07 |
178-25 |
S2 |
177-24 |
177-24 |
179-03 |
|
S3 |
176-15 |
177-08 |
179-00 |
|
S4 |
175-06 |
175-31 |
178-20 |
|
|
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 |
179-16 |
177-21 |
1-27 |
1.0% |
1-03 |
0.6% |
92% |
True |
False |
304,116 |
10 |
182-26 |
177-16 |
5-10 |
3.0% |
1-12 |
0.8% |
35% |
False |
False |
316,142 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-10 |
0.7% |
32% |
False |
False |
285,456 |
40 |
183-06 |
177-06 |
6-00 |
3.3% |
1-07 |
0.7% |
36% |
False |
False |
256,860 |
60 |
183-06 |
170-30 |
12-08 |
6.8% |
1-13 |
0.8% |
69% |
False |
False |
260,544 |
80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-15 |
0.8% |
69% |
False |
False |
215,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-30 |
2.618 |
182-27 |
1.618 |
181-18 |
1.000 |
180-25 |
0.618 |
180-09 |
HIGH |
179-16 |
0.618 |
179-00 |
0.500 |
178-28 |
0.382 |
178-23 |
LOW |
178-07 |
0.618 |
177-14 |
1.000 |
176-30 |
1.618 |
176-05 |
2.618 |
174-28 |
4.250 |
172-25 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
179-06 |
179-05 |
PP |
179-01 |
178-30 |
S1 |
178-28 |
178-24 |
|