ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
178-07 |
179-04 |
0-29 |
0.5% |
177-27 |
High |
179-16 |
179-28 |
0-12 |
0.2% |
179-28 |
Low |
178-07 |
178-28 |
0-21 |
0.4% |
177-22 |
Close |
179-11 |
179-19 |
0-08 |
0.1% |
179-19 |
Range |
1-09 |
1-00 |
-0-09 |
-21.9% |
2-06 |
ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
Volume |
333,610 |
317,800 |
-15,810 |
-4.7% |
1,541,972 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-14 |
182-01 |
180-05 |
|
R3 |
181-14 |
181-01 |
179-28 |
|
R2 |
180-14 |
180-14 |
179-25 |
|
R1 |
180-01 |
180-01 |
179-22 |
180-08 |
PP |
179-14 |
179-14 |
179-14 |
179-18 |
S1 |
179-01 |
179-01 |
179-16 |
179-08 |
S2 |
178-14 |
178-14 |
179-13 |
|
S3 |
177-14 |
178-01 |
179-10 |
|
S4 |
176-14 |
177-01 |
179-01 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
185-20 |
184-25 |
180-26 |
|
R3 |
183-14 |
182-19 |
180-06 |
|
R2 |
181-08 |
181-08 |
180-00 |
|
R1 |
180-13 |
180-13 |
179-25 |
180-27 |
PP |
179-02 |
179-02 |
179-02 |
179-08 |
S1 |
178-07 |
178-07 |
179-13 |
178-21 |
S2 |
176-28 |
176-28 |
179-06 |
|
S3 |
174-22 |
176-01 |
179-00 |
|
S4 |
172-16 |
173-27 |
178-13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
179-28 |
177-22 |
2-06 |
1.2% |
1-04 |
0.6% |
87% |
True |
False |
308,394 |
10 |
182-00 |
177-16 |
4-16 |
2.5% |
1-11 |
0.7% |
47% |
False |
False |
320,234 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-10 |
0.7% |
37% |
False |
False |
288,909 |
40 |
183-06 |
177-06 |
6-00 |
3.3% |
1-08 |
0.7% |
40% |
False |
False |
258,840 |
60 |
183-06 |
170-30 |
12-08 |
6.8% |
1-13 |
0.8% |
71% |
False |
False |
261,266 |
80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-15 |
0.8% |
71% |
False |
False |
219,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-04 |
2.618 |
182-16 |
1.618 |
181-16 |
1.000 |
180-28 |
0.618 |
180-16 |
HIGH |
179-28 |
0.618 |
179-16 |
0.500 |
179-12 |
0.382 |
179-08 |
LOW |
178-28 |
0.618 |
178-08 |
1.000 |
177-28 |
1.618 |
177-08 |
2.618 |
176-08 |
4.250 |
174-20 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
179-17 |
179-12 |
PP |
179-14 |
179-05 |
S1 |
179-12 |
178-30 |
|