ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
178-24 |
178-01 |
-0-23 |
-0.4% |
177-01 |
High |
178-24 |
179-03 |
0-11 |
0.2% |
178-19 |
Low |
177-22 |
177-26 |
0-04 |
0.1% |
176-23 |
Close |
177-30 |
178-04 |
0-06 |
0.1% |
178-08 |
Range |
1-02 |
1-09 |
0-07 |
20.6% |
1-28 |
ATR |
1-11 |
1-11 |
0-00 |
-0.4% |
0-00 |
Volume |
3,896 |
160 |
-3,736 |
-95.9% |
3,678 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-06 |
181-14 |
178-27 |
|
R3 |
180-29 |
180-05 |
178-15 |
|
R2 |
179-20 |
179-20 |
178-12 |
|
R1 |
178-28 |
178-28 |
178-08 |
179-08 |
PP |
178-11 |
178-11 |
178-11 |
178-17 |
S1 |
177-19 |
177-19 |
178-00 |
177-31 |
S2 |
177-02 |
177-02 |
177-28 |
|
S3 |
175-25 |
176-10 |
177-25 |
|
S4 |
174-16 |
175-01 |
177-13 |
|
|
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 |
179-03 |
177-18 |
1-17 |
0.9% |
0-28 |
0.5% |
37% |
True |
False |
1,000 |
10 |
180-06 |
176-23 |
3-15 |
1.9% |
1-10 |
0.7% |
41% |
False |
False |
1,431 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-14 |
0.8% |
59% |
False |
False |
171,497 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-12 |
0.8% |
37% |
False |
False |
226,571 |
60 |
183-06 |
175-05 |
8-01 |
4.5% |
1-10 |
0.7% |
37% |
False |
False |
227,288 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
59% |
False |
False |
239,506 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
59% |
False |
False |
203,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-17 |
2.618 |
182-14 |
1.618 |
181-05 |
1.000 |
180-12 |
0.618 |
179-28 |
HIGH |
179-03 |
0.618 |
178-19 |
0.500 |
178-15 |
0.382 |
178-10 |
LOW |
177-26 |
0.618 |
177-01 |
1.000 |
176-17 |
1.618 |
175-24 |
2.618 |
174-15 |
4.250 |
172-12 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-15 |
178-13 |
PP |
178-11 |
178-10 |
S1 |
178-08 |
178-07 |
|