ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
178-05 |
178-01 |
-0-04 |
-0.1% |
178-04 |
High |
178-16 |
178-29 |
0-13 |
0.2% |
179-03 |
Low |
177-20 |
177-28 |
0-08 |
0.1% |
177-20 |
Close |
177-21 |
178-09 |
0-20 |
0.4% |
177-21 |
Range |
0-28 |
1-01 |
0-05 |
17.9% |
1-15 |
ATR |
1-10 |
1-10 |
0-00 |
-0.3% |
0-00 |
Volume |
262 |
107 |
-155 |
-59.2% |
5,032 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-14 |
180-29 |
178-27 |
|
R3 |
180-13 |
179-28 |
178-18 |
|
R2 |
179-12 |
179-12 |
178-15 |
|
R1 |
178-27 |
178-27 |
178-12 |
179-04 |
PP |
178-11 |
178-11 |
178-11 |
178-16 |
S1 |
177-26 |
177-26 |
178-06 |
178-03 |
S2 |
177-10 |
177-10 |
178-03 |
|
S3 |
176-09 |
176-25 |
178-00 |
|
S4 |
175-08 |
175-24 |
177-23 |
|
|
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% |
0-31 |
0.5% |
45% |
False |
False |
965 |
10 |
179-03 |
176-23 |
2-12 |
1.3% |
1-02 |
0.6% |
66% |
False |
False |
881 |
20 |
180-06 |
175-05 |
5-01 |
2.8% |
1-13 |
0.8% |
62% |
False |
False |
138,945 |
40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-12 |
0.8% |
39% |
False |
False |
213,927 |
60 |
183-06 |
175-05 |
8-01 |
4.5% |
1-09 |
0.7% |
39% |
False |
False |
218,875 |
80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-13 |
0.8% |
60% |
False |
False |
230,685 |
100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
60% |
False |
False |
203,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-09 |
2.618 |
181-19 |
1.618 |
180-18 |
1.000 |
179-30 |
0.618 |
179-17 |
HIGH |
178-29 |
0.618 |
178-16 |
0.500 |
178-13 |
0.382 |
178-09 |
LOW |
177-28 |
0.618 |
177-08 |
1.000 |
176-27 |
1.618 |
176-07 |
2.618 |
175-06 |
4.250 |
173-16 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-13 |
178-12 |
PP |
178-11 |
178-11 |
S1 |
178-10 |
178-10 |
|