ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
179-04 |
179-22 |
0-18 |
0.3% |
177-27 |
High |
179-28 |
180-02 |
0-06 |
0.1% |
179-28 |
Low |
178-28 |
179-05 |
0-09 |
0.2% |
177-22 |
Close |
179-19 |
179-14 |
-0-05 |
-0.1% |
179-19 |
Range |
1-00 |
0-29 |
-0-03 |
-9.4% |
2-06 |
ATR |
1-09 |
1-08 |
-0-01 |
-2.1% |
0-00 |
Volume |
317,800 |
381,252 |
63,452 |
20.0% |
1,541,972 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-09 |
181-24 |
179-30 |
|
R3 |
181-12 |
180-27 |
179-22 |
|
R2 |
180-15 |
180-15 |
179-19 |
|
R1 |
179-30 |
179-30 |
179-17 |
179-24 |
PP |
179-18 |
179-18 |
179-18 |
179-15 |
S1 |
179-01 |
179-01 |
179-11 |
178-27 |
S2 |
178-21 |
178-21 |
179-09 |
|
S3 |
177-24 |
178-04 |
179-06 |
|
S4 |
176-27 |
177-07 |
178-30 |
|
|
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 |
180-02 |
178-00 |
2-02 |
1.1% |
1-03 |
0.6% |
70% |
True |
False |
332,154 |
10 |
181-10 |
177-16 |
3-26 |
2.1% |
1-11 |
0.7% |
51% |
False |
False |
338,288 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-09 |
0.7% |
34% |
False |
False |
297,506 |
40 |
183-06 |
177-06 |
6-00 |
3.3% |
1-07 |
0.7% |
38% |
False |
False |
262,476 |
60 |
183-06 |
170-30 |
12-08 |
6.8% |
1-13 |
0.8% |
69% |
False |
False |
261,256 |
80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-14 |
0.8% |
69% |
False |
False |
224,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-29 |
2.618 |
182-14 |
1.618 |
181-17 |
1.000 |
180-31 |
0.618 |
180-20 |
HIGH |
180-02 |
0.618 |
179-23 |
0.500 |
179-20 |
0.382 |
179-16 |
LOW |
179-05 |
0.618 |
178-19 |
1.000 |
178-08 |
1.618 |
177-22 |
2.618 |
176-25 |
4.250 |
175-10 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
179-20 |
179-11 |
PP |
179-18 |
179-08 |
S1 |
179-16 |
179-05 |
|