ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
177-23 |
178-04 |
0-13 |
0.2% |
177-01 |
High |
178-09 |
178-21 |
0-12 |
0.2% |
178-19 |
Low |
177-18 |
178-00 |
0-14 |
0.2% |
176-23 |
Close |
178-08 |
178-11 |
0-03 |
0.1% |
178-08 |
Range |
0-23 |
0-21 |
-0-02 |
-8.7% |
1-28 |
ATR |
1-16 |
1-14 |
-0-02 |
-4.0% |
0-00 |
Volume |
230 |
314 |
84 |
36.5% |
3,678 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-10 |
179-31 |
178-23 |
|
R3 |
179-21 |
179-10 |
178-17 |
|
R2 |
179-00 |
179-00 |
178-15 |
|
R1 |
178-21 |
178-21 |
178-13 |
178-27 |
PP |
178-11 |
178-11 |
178-11 |
178-13 |
S1 |
178-00 |
178-00 |
178-09 |
178-06 |
S2 |
177-22 |
177-22 |
178-07 |
|
S3 |
177-01 |
177-11 |
178-05 |
|
S4 |
176-12 |
176-22 |
177-31 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-15 |
182-24 |
179-09 |
|
R3 |
181-19 |
180-28 |
178-24 |
|
R2 |
179-23 |
179-23 |
178-19 |
|
R1 |
179-00 |
179-00 |
178-14 |
179-12 |
PP |
177-27 |
177-27 |
177-27 |
178-01 |
S1 |
177-04 |
177-04 |
178-02 |
177-16 |
S2 |
175-31 |
175-31 |
177-29 |
|
S3 |
174-03 |
175-08 |
177-24 |
|
S4 |
172-07 |
173-12 |
177-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
178-21 |
176-23 |
1-30 |
1.1% |
1-06 |
0.7% |
84% |
True |
False |
798 |
10 |
180-06 |
175-27 |
4-11 |
2.4% |
1-16 |
0.8% |
58% |
False |
False |
4,879 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-14 |
0.8% |
63% |
False |
False |
215,802 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-11 |
0.8% |
40% |
False |
False |
241,740 |
60 |
183-06 |
175-05 |
8-01 |
4.5% |
1-10 |
0.7% |
40% |
False |
False |
237,085 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
60% |
False |
False |
252,371 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
60% |
False |
False |
203,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-14 |
2.618 |
180-12 |
1.618 |
179-23 |
1.000 |
179-10 |
0.618 |
179-02 |
HIGH |
178-21 |
0.618 |
178-13 |
0.500 |
178-11 |
0.382 |
178-08 |
LOW |
178-00 |
0.618 |
177-19 |
1.000 |
177-11 |
1.618 |
176-30 |
2.618 |
176-09 |
4.250 |
175-07 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-11 |
178-04 |
PP |
178-11 |
177-29 |
S1 |
178-11 |
177-22 |
|