ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
179-22 |
179-07 |
-0-15 |
-0.3% |
177-27 |
High |
180-02 |
179-09 |
-0-25 |
-0.4% |
179-28 |
Low |
179-05 |
177-19 |
-1-18 |
-0.9% |
177-22 |
Close |
179-14 |
178-17 |
-0-29 |
-0.5% |
179-19 |
Range |
0-29 |
1-22 |
0-25 |
86.2% |
2-06 |
ATR |
1-08 |
1-10 |
0-01 |
3.3% |
0-00 |
Volume |
381,252 |
786,570 |
405,318 |
106.3% |
1,541,972 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-17 |
182-23 |
179-15 |
|
R3 |
181-27 |
181-01 |
179-00 |
|
R2 |
180-05 |
180-05 |
178-27 |
|
R1 |
179-11 |
179-11 |
178-22 |
178-29 |
PP |
178-15 |
178-15 |
178-15 |
178-08 |
S1 |
177-21 |
177-21 |
178-12 |
177-07 |
S2 |
176-25 |
176-25 |
178-07 |
|
S3 |
175-03 |
175-31 |
178-02 |
|
S4 |
173-13 |
174-09 |
177-19 |
|
|
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 |
177-19 |
2-15 |
1.4% |
1-08 |
0.7% |
38% |
False |
True |
437,094 |
10 |
180-02 |
177-16 |
2-18 |
1.4% |
1-09 |
0.7% |
40% |
False |
False |
375,580 |
20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-10 |
0.7% |
18% |
False |
False |
325,153 |
40 |
183-06 |
177-06 |
6-00 |
3.4% |
1-08 |
0.7% |
22% |
False |
False |
276,742 |
60 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
62% |
False |
False |
270,716 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
62% |
False |
False |
233,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
186-15 |
2.618 |
183-22 |
1.618 |
182-00 |
1.000 |
180-31 |
0.618 |
180-10 |
HIGH |
179-09 |
0.618 |
178-20 |
0.500 |
178-14 |
0.382 |
178-08 |
LOW |
177-19 |
0.618 |
176-18 |
1.000 |
175-29 |
1.618 |
174-28 |
2.618 |
173-06 |
4.250 |
170-14 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
178-16 |
178-27 |
PP |
178-15 |
178-23 |
S1 |
178-14 |
178-20 |
|