ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 09-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
177-01 |
178-09 |
1-08 |
0.7% |
176-21 |
High |
178-19 |
178-19 |
0-00 |
0.0% |
180-06 |
Low |
176-26 |
177-07 |
0-13 |
0.2% |
175-27 |
Close |
177-30 |
177-12 |
-0-18 |
-0.3% |
177-01 |
Range |
1-25 |
1-12 |
-0-13 |
-22.8% |
4-11 |
ATR |
1-19 |
1-18 |
0-00 |
-1.0% |
0-00 |
Volume |
1,155 |
1,871 |
716 |
62.0% |
44,805 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-27 |
181-00 |
178-04 |
|
R3 |
180-15 |
179-20 |
177-24 |
|
R2 |
179-03 |
179-03 |
177-20 |
|
R1 |
178-08 |
178-08 |
177-16 |
178-00 |
PP |
177-23 |
177-23 |
177-23 |
177-19 |
S1 |
176-28 |
176-28 |
177-08 |
176-20 |
S2 |
176-11 |
176-11 |
177-04 |
|
S3 |
174-31 |
175-16 |
177-00 |
|
S4 |
173-19 |
174-04 |
176-20 |
|
|
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 |
176-26 |
3-12 |
1.9% |
1-25 |
1.0% |
17% |
False |
False |
3,328 |
10 |
180-06 |
175-05 |
5-01 |
2.8% |
1-26 |
1.0% |
44% |
False |
False |
160,528 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-17 |
0.9% |
44% |
False |
False |
268,054 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-11 |
0.8% |
28% |
False |
False |
255,465 |
60 |
183-06 |
174-29 |
8-09 |
4.7% |
1-11 |
0.8% |
30% |
False |
False |
250,093 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
53% |
False |
False |
253,576 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-16 |
0.8% |
53% |
False |
False |
203,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-14 |
2.618 |
182-06 |
1.618 |
180-26 |
1.000 |
179-31 |
0.618 |
179-14 |
HIGH |
178-19 |
0.618 |
178-02 |
0.500 |
177-29 |
0.382 |
177-24 |
LOW |
177-07 |
0.618 |
176-12 |
1.000 |
175-27 |
1.618 |
175-00 |
2.618 |
173-20 |
4.250 |
171-12 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
177-29 |
178-04 |
PP |
177-23 |
177-28 |
S1 |
177-18 |
177-20 |
|