ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
176-04 |
176-21 |
0-17 |
0.3% |
179-22 |
High |
176-28 |
177-15 |
0-19 |
0.3% |
180-02 |
Low |
175-05 |
175-27 |
0-22 |
0.4% |
175-05 |
Close |
176-14 |
177-12 |
0-30 |
0.5% |
176-14 |
Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
4-29 |
ATR |
1-14 |
1-14 |
0-00 |
1.0% |
0-00 |
Volume |
202,191 |
21,289 |
-180,902 |
-89.5% |
2,725,278 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-25 |
181-06 |
178-09 |
|
R3 |
180-05 |
179-18 |
177-26 |
|
R2 |
178-17 |
178-17 |
177-22 |
|
R1 |
177-30 |
177-30 |
177-17 |
178-08 |
PP |
176-29 |
176-29 |
176-29 |
177-01 |
S1 |
176-10 |
176-10 |
177-07 |
176-20 |
S2 |
175-09 |
175-09 |
177-02 |
|
S3 |
173-21 |
174-22 |
176-30 |
|
S4 |
172-01 |
173-02 |
176-15 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
191-30 |
189-03 |
179-04 |
|
R3 |
187-01 |
184-06 |
177-25 |
|
R2 |
182-04 |
182-04 |
177-11 |
|
R1 |
179-09 |
179-09 |
176-28 |
178-08 |
PP |
177-07 |
177-07 |
177-07 |
176-23 |
S1 |
174-12 |
174-12 |
176-00 |
173-11 |
S2 |
172-10 |
172-10 |
175-17 |
|
S3 |
167-13 |
169-15 |
175-03 |
|
S4 |
162-16 |
164-18 |
173-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
179-09 |
175-05 |
4-04 |
2.3% |
1-26 |
1.0% |
54% |
False |
False |
473,063 |
10 |
180-02 |
175-05 |
4-29 |
2.8% |
1-15 |
0.8% |
45% |
False |
False |
402,608 |
20 |
183-06 |
175-05 |
8-01 |
4.5% |
1-15 |
0.8% |
28% |
False |
False |
349,766 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-10 |
0.7% |
28% |
False |
False |
291,502 |
60 |
183-06 |
171-23 |
11-15 |
6.5% |
1-12 |
0.8% |
49% |
False |
False |
275,680 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
53% |
False |
False |
253,522 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
53% |
False |
False |
202,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-12 |
2.618 |
181-23 |
1.618 |
180-03 |
1.000 |
179-03 |
0.618 |
178-15 |
HIGH |
177-15 |
0.618 |
176-27 |
0.500 |
176-21 |
0.382 |
176-15 |
LOW |
175-27 |
0.618 |
174-27 |
1.000 |
174-07 |
1.618 |
173-07 |
2.618 |
171-19 |
4.250 |
168-30 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
177-04 |
177-09 |
PP |
176-29 |
177-07 |
S1 |
176-21 |
177-04 |
|