ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
178-29 |
179-05 |
0-08 |
0.1% |
176-21 |
| High |
180-06 |
179-13 |
-0-25 |
-0.4% |
180-06 |
| Low |
178-15 |
176-30 |
-1-17 |
-0.9% |
175-27 |
| Close |
179-17 |
177-01 |
-2-16 |
-1.4% |
177-01 |
| Range |
1-23 |
2-15 |
0-24 |
43.6% |
4-11 |
| ATR |
1-16 |
1-18 |
0-03 |
5.3% |
0-00 |
| Volume |
4,462 |
1,400 |
-3,062 |
-68.6% |
44,805 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-06 |
183-19 |
178-12 |
|
| R3 |
182-23 |
181-04 |
177-23 |
|
| R2 |
180-08 |
180-08 |
177-15 |
|
| R1 |
178-21 |
178-21 |
177-08 |
178-07 |
| PP |
177-25 |
177-25 |
177-25 |
177-19 |
| S1 |
176-06 |
176-06 |
176-26 |
175-24 |
| S2 |
175-10 |
175-10 |
176-19 |
|
| S3 |
172-27 |
173-23 |
176-11 |
|
| S4 |
170-12 |
171-08 |
175-22 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-23 |
188-07 |
179-13 |
|
| R3 |
186-12 |
183-28 |
178-07 |
|
| R2 |
182-01 |
182-01 |
177-26 |
|
| R1 |
179-17 |
179-17 |
177-14 |
180-25 |
| PP |
177-22 |
177-22 |
177-22 |
178-10 |
| S1 |
175-06 |
175-06 |
176-20 |
176-14 |
| S2 |
173-11 |
173-11 |
176-08 |
|
| S3 |
169-00 |
170-27 |
175-27 |
|
| S4 |
164-21 |
166-16 |
174-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
180-06 |
175-27 |
4-11 |
2.5% |
1-26 |
1.0% |
27% |
False |
False |
8,961 |
| 10 |
180-06 |
175-05 |
5-01 |
2.8% |
1-24 |
1.0% |
37% |
False |
False |
277,008 |
| 20 |
182-00 |
175-05 |
6-27 |
3.9% |
1-18 |
0.9% |
27% |
False |
False |
298,621 |
| 40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-11 |
0.8% |
23% |
False |
False |
266,995 |
| 60 |
183-06 |
174-29 |
8-09 |
4.7% |
1-11 |
0.8% |
26% |
False |
False |
257,558 |
| 80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
50% |
False |
False |
253,720 |
| 100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-16 |
0.8% |
50% |
False |
False |
203,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
189-29 |
|
2.618 |
185-28 |
|
1.618 |
183-13 |
|
1.000 |
181-28 |
|
0.618 |
180-30 |
|
HIGH |
179-13 |
|
0.618 |
178-15 |
|
0.500 |
178-06 |
|
0.382 |
177-28 |
|
LOW |
176-30 |
|
0.618 |
175-13 |
|
1.000 |
174-15 |
|
1.618 |
172-30 |
|
2.618 |
170-15 |
|
4.250 |
166-14 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-06 |
178-18 |
| PP |
177-25 |
178-02 |
| S1 |
177-13 |
177-17 |
|