ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
177-01 |
178-01 |
1-00 |
0.6% |
179-22 |
High |
178-04 |
179-01 |
0-29 |
0.5% |
180-02 |
Low |
176-10 |
177-17 |
1-07 |
0.7% |
175-05 |
Close |
178-00 |
178-28 |
0-28 |
0.5% |
176-14 |
Range |
1-26 |
1-16 |
-0-10 |
-17.2% |
4-29 |
ATR |
1-15 |
1-15 |
0-00 |
0.1% |
0-00 |
Volume |
9,900 |
7,754 |
-2,146 |
-21.7% |
2,725,278 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-31 |
182-14 |
179-22 |
|
R3 |
181-15 |
180-30 |
179-09 |
|
R2 |
179-31 |
179-31 |
179-05 |
|
R1 |
179-14 |
179-14 |
179-00 |
179-23 |
PP |
178-15 |
178-15 |
178-15 |
178-20 |
S1 |
177-30 |
177-30 |
178-24 |
178-07 |
S2 |
176-31 |
176-31 |
178-19 |
|
S3 |
175-15 |
176-14 |
178-15 |
|
S4 |
173-31 |
174-30 |
178-02 |
|
|
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% |
1-30 |
1.1% |
94% |
False |
False |
178,977 |
10 |
180-02 |
175-05 |
4-29 |
2.7% |
1-18 |
0.9% |
76% |
False |
False |
341,563 |
20 |
183-06 |
175-05 |
8-01 |
4.5% |
1-15 |
0.8% |
46% |
False |
False |
325,312 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-10 |
0.7% |
46% |
False |
False |
281,491 |
60 |
183-06 |
174-07 |
8-31 |
5.0% |
1-11 |
0.8% |
52% |
False |
False |
267,884 |
80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-14 |
0.8% |
65% |
False |
False |
253,693 |
100 |
183-06 |
170-30 |
12-08 |
6.8% |
1-15 |
0.8% |
65% |
False |
False |
203,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
185-13 |
2.618 |
182-31 |
1.618 |
181-15 |
1.000 |
180-17 |
0.618 |
179-31 |
HIGH |
179-01 |
0.618 |
178-15 |
0.500 |
178-09 |
0.382 |
178-03 |
LOW |
177-17 |
0.618 |
176-19 |
1.000 |
176-01 |
1.618 |
175-03 |
2.618 |
173-19 |
4.250 |
171-05 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-22 |
178-13 |
PP |
178-15 |
177-29 |
S1 |
178-09 |
177-14 |
|