ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
178-01 |
178-05 |
0-04 |
0.1% |
178-04 |
High |
179-03 |
178-16 |
-0-19 |
-0.3% |
179-03 |
Low |
177-26 |
177-20 |
-0-06 |
-0.1% |
177-20 |
Close |
178-04 |
177-21 |
-0-15 |
-0.3% |
177-21 |
Range |
1-09 |
0-28 |
-0-13 |
-31.7% |
1-15 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.5% |
0-00 |
Volume |
160 |
262 |
102 |
63.8% |
5,032 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-18 |
179-31 |
178-04 |
|
R3 |
179-22 |
179-03 |
177-29 |
|
R2 |
178-26 |
178-26 |
177-26 |
|
R1 |
178-07 |
178-07 |
177-24 |
178-03 |
PP |
177-30 |
177-30 |
177-30 |
177-27 |
S1 |
177-11 |
177-11 |
177-18 |
177-07 |
S2 |
177-02 |
177-02 |
177-16 |
|
S3 |
176-06 |
176-15 |
177-13 |
|
S4 |
175-10 |
175-19 |
177-06 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-17 |
181-18 |
178-15 |
|
R3 |
181-02 |
180-03 |
178-02 |
|
R2 |
179-19 |
179-19 |
177-30 |
|
R1 |
178-20 |
178-20 |
177-25 |
178-12 |
PP |
178-04 |
178-04 |
178-04 |
178-00 |
S1 |
177-05 |
177-05 |
177-17 |
176-29 |
S2 |
176-21 |
176-21 |
177-12 |
|
S3 |
175-06 |
175-22 |
177-08 |
|
S4 |
173-23 |
174-07 |
176-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
179-03 |
177-20 |
1-15 |
0.8% |
0-29 |
0.5% |
2% |
False |
True |
1,006 |
10 |
179-13 |
176-23 |
2-22 |
1.5% |
1-07 |
0.7% |
35% |
False |
False |
1,011 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-13 |
0.8% |
50% |
False |
False |
154,829 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-12 |
0.8% |
31% |
False |
False |
220,143 |
60 |
183-06 |
175-05 |
8-01 |
4.5% |
1-09 |
0.7% |
31% |
False |
False |
222,850 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
55% |
False |
False |
234,115 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
55% |
False |
False |
203,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-07 |
2.618 |
180-25 |
1.618 |
179-29 |
1.000 |
179-12 |
0.618 |
179-01 |
HIGH |
178-16 |
0.618 |
178-05 |
0.500 |
178-02 |
0.382 |
177-31 |
LOW |
177-20 |
0.618 |
177-03 |
1.000 |
176-24 |
1.618 |
176-07 |
2.618 |
175-11 |
4.250 |
173-29 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-02 |
178-12 |
PP |
177-30 |
178-04 |
S1 |
177-25 |
177-29 |
|