ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
179-07 |
178-13 |
-0-26 |
-0.5% |
177-27 |
| High |
179-09 |
178-15 |
-0-26 |
-0.5% |
179-28 |
| Low |
177-19 |
177-12 |
-0-07 |
-0.1% |
177-22 |
| Close |
178-17 |
178-05 |
-0-12 |
-0.2% |
179-19 |
| Range |
1-22 |
1-03 |
-0-19 |
-35.2% |
2-06 |
| ATR |
1-10 |
1-09 |
0-00 |
-0.8% |
0-00 |
| Volume |
786,570 |
701,514 |
-85,056 |
-10.8% |
1,541,972 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-09 |
180-26 |
178-24 |
|
| R3 |
180-06 |
179-23 |
178-15 |
|
| R2 |
179-03 |
179-03 |
178-11 |
|
| R1 |
178-20 |
178-20 |
178-08 |
178-10 |
| PP |
178-00 |
178-00 |
178-00 |
177-27 |
| S1 |
177-17 |
177-17 |
178-02 |
177-07 |
| S2 |
176-29 |
176-29 |
177-31 |
|
| S3 |
175-26 |
176-14 |
177-27 |
|
| S4 |
174-23 |
175-11 |
177-18 |
|
|
| 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 |
177-12 |
2-22 |
1.5% |
1-06 |
0.7% |
29% |
False |
True |
504,149 |
| 10 |
180-02 |
177-12 |
2-22 |
1.5% |
1-07 |
0.7% |
29% |
False |
True |
408,767 |
| 20 |
183-06 |
177-12 |
5-26 |
3.3% |
1-10 |
0.7% |
13% |
False |
True |
349,519 |
| 40 |
183-06 |
177-06 |
6-00 |
3.4% |
1-08 |
0.7% |
16% |
False |
False |
286,392 |
| 60 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
59% |
False |
False |
279,408 |
| 80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
59% |
False |
False |
242,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-04 |
|
2.618 |
181-11 |
|
1.618 |
180-08 |
|
1.000 |
179-18 |
|
0.618 |
179-05 |
|
HIGH |
178-15 |
|
0.618 |
178-02 |
|
0.500 |
177-30 |
|
0.382 |
177-25 |
|
LOW |
177-12 |
|
0.618 |
176-22 |
|
1.000 |
176-09 |
|
1.618 |
175-19 |
|
2.618 |
174-16 |
|
4.250 |
172-23 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-03 |
178-23 |
| PP |
178-00 |
178-17 |
| S1 |
177-30 |
178-11 |
|