ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
176-21 |
177-01 |
0-12 |
0.2% |
179-22 |
| High |
177-15 |
178-04 |
0-21 |
0.4% |
180-02 |
| Low |
175-27 |
176-10 |
0-15 |
0.3% |
175-05 |
| Close |
177-12 |
178-00 |
0-20 |
0.4% |
176-14 |
| Range |
1-20 |
1-26 |
0-06 |
11.5% |
4-29 |
| ATR |
1-14 |
1-15 |
0-01 |
1.8% |
0-00 |
| Volume |
21,289 |
9,900 |
-11,389 |
-53.5% |
2,725,278 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-29 |
182-09 |
179-00 |
|
| R3 |
181-03 |
180-15 |
178-16 |
|
| R2 |
179-09 |
179-09 |
178-11 |
|
| R1 |
178-21 |
178-21 |
178-05 |
178-31 |
| PP |
177-15 |
177-15 |
177-15 |
177-20 |
| S1 |
176-27 |
176-27 |
177-27 |
177-05 |
| S2 |
175-21 |
175-21 |
177-21 |
|
| S3 |
173-27 |
175-01 |
177-16 |
|
| S4 |
172-01 |
173-07 |
177-00 |
|
|
| 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 |
179-03 |
175-05 |
3-30 |
2.2% |
1-27 |
1.0% |
72% |
False |
False |
317,729 |
| 10 |
180-02 |
175-05 |
4-29 |
2.8% |
1-18 |
0.9% |
58% |
False |
False |
377,411 |
| 20 |
183-06 |
175-05 |
8-01 |
4.5% |
1-15 |
0.8% |
35% |
False |
False |
339,444 |
| 40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-10 |
0.7% |
35% |
False |
False |
286,708 |
| 60 |
183-06 |
173-00 |
10-06 |
5.7% |
1-12 |
0.8% |
49% |
False |
False |
272,105 |
| 80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
58% |
False |
False |
253,628 |
| 100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
58% |
False |
False |
202,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
185-26 |
|
2.618 |
182-28 |
|
1.618 |
181-02 |
|
1.000 |
179-30 |
|
0.618 |
179-08 |
|
HIGH |
178-04 |
|
0.618 |
177-14 |
|
0.500 |
177-07 |
|
0.382 |
177-00 |
|
LOW |
176-10 |
|
0.618 |
175-06 |
|
1.000 |
174-16 |
|
1.618 |
173-12 |
|
2.618 |
171-18 |
|
4.250 |
168-20 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-24 |
177-18 |
| PP |
177-15 |
177-03 |
| S1 |
177-07 |
176-21 |
|