ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
180-17 |
180-09 |
-0-08 |
-0.1% |
179-16 |
High |
180-28 |
181-11 |
0-15 |
0.3% |
181-06 |
Low |
179-22 |
180-08 |
0-18 |
0.3% |
178-11 |
Close |
179-31 |
181-05 |
1-06 |
0.7% |
180-21 |
Range |
1-06 |
1-03 |
-0-03 |
-7.9% |
2-27 |
ATR |
|
|
|
|
|
Volume |
10,584 |
669 |
-9,915 |
-93.7% |
15,226 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
184-06 |
183-25 |
181-24 |
|
R3 |
183-03 |
182-22 |
181-15 |
|
R2 |
182-00 |
182-00 |
181-11 |
|
R1 |
181-19 |
181-19 |
181-08 |
181-26 |
PP |
180-29 |
180-29 |
180-29 |
181-01 |
S1 |
180-16 |
180-16 |
181-02 |
180-23 |
S2 |
179-26 |
179-26 |
180-31 |
|
S3 |
178-23 |
179-13 |
180-27 |
|
S4 |
177-20 |
178-10 |
180-18 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
188-19 |
187-15 |
182-07 |
|
R3 |
185-24 |
184-20 |
181-14 |
|
R2 |
182-29 |
182-29 |
181-06 |
|
R1 |
181-25 |
181-25 |
180-29 |
182-11 |
PP |
180-02 |
180-02 |
180-02 |
180-11 |
S1 |
178-30 |
178-30 |
180-13 |
179-16 |
S2 |
177-07 |
177-07 |
180-04 |
|
S3 |
174-12 |
176-03 |
179-28 |
|
S4 |
171-17 |
173-08 |
179-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
186-00 |
2.618 |
184-07 |
1.618 |
183-04 |
1.000 |
182-14 |
0.618 |
182-01 |
HIGH |
181-11 |
0.618 |
180-30 |
0.500 |
180-26 |
0.382 |
180-21 |
LOW |
180-08 |
0.618 |
179-18 |
1.000 |
179-05 |
1.618 |
178-15 |
2.618 |
177-12 |
4.250 |
175-19 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
181-01 |
180-30 |
PP |
180-29 |
180-23 |
S1 |
180-26 |
180-17 |
|