ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
178-09 |
177-21 |
-0-20 |
-0.4% |
176-21 |
High |
178-19 |
178-02 |
-0-17 |
-0.3% |
180-06 |
Low |
177-07 |
176-23 |
-0-16 |
-0.3% |
175-27 |
Close |
177-12 |
177-29 |
0-17 |
0.3% |
177-01 |
Range |
1-12 |
1-11 |
-0-01 |
-2.3% |
4-11 |
ATR |
1-18 |
1-18 |
-0-01 |
-1.0% |
0-00 |
Volume |
1,871 |
422 |
-1,449 |
-77.4% |
44,805 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-19 |
181-03 |
178-21 |
|
R3 |
180-08 |
179-24 |
178-09 |
|
R2 |
178-29 |
178-29 |
178-05 |
|
R1 |
178-13 |
178-13 |
178-01 |
178-21 |
PP |
177-18 |
177-18 |
177-18 |
177-22 |
S1 |
177-02 |
177-02 |
177-25 |
177-10 |
S2 |
176-07 |
176-07 |
177-21 |
|
S3 |
174-28 |
175-23 |
177-17 |
|
S4 |
173-17 |
174-12 |
177-05 |
|
|
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 |
176-23 |
3-15 |
1.9% |
1-24 |
1.0% |
34% |
False |
True |
1,862 |
10 |
180-06 |
175-05 |
5-01 |
2.8% |
1-27 |
1.0% |
55% |
False |
False |
90,419 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-17 |
0.9% |
55% |
False |
False |
249,593 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-12 |
0.8% |
34% |
False |
False |
250,111 |
60 |
183-06 |
175-05 |
8-01 |
4.5% |
1-11 |
0.8% |
34% |
False |
False |
244,446 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
57% |
False |
False |
253,469 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-16 |
0.8% |
57% |
False |
False |
203,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-25 |
2.618 |
181-19 |
1.618 |
180-08 |
1.000 |
179-13 |
0.618 |
178-29 |
HIGH |
178-02 |
0.618 |
177-18 |
0.500 |
177-13 |
0.382 |
177-07 |
LOW |
176-23 |
0.618 |
175-28 |
1.000 |
175-12 |
1.618 |
174-17 |
2.618 |
173-06 |
4.250 |
171-00 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
177-24 |
177-26 |
PP |
177-18 |
177-24 |
S1 |
177-13 |
177-21 |
|