ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
178-19 |
177-22 |
-0-29 |
-0.5% |
180-19 |
| High |
178-23 |
179-26 |
1-03 |
0.6% |
181-04 |
| Low |
176-19 |
177-07 |
0-20 |
0.4% |
178-21 |
| Close |
177-07 |
179-20 |
2-13 |
1.4% |
179-02 |
| Range |
2-04 |
2-19 |
0-15 |
22.1% |
2-15 |
| ATR |
1-21 |
1-23 |
0-02 |
4.0% |
0-00 |
| Volume |
2,258 |
1,353 |
-905 |
-40.1% |
529 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-21 |
185-24 |
181-02 |
|
| R3 |
184-02 |
183-05 |
180-11 |
|
| R2 |
181-15 |
181-15 |
180-03 |
|
| R1 |
180-18 |
180-18 |
179-28 |
181-00 |
| PP |
178-28 |
178-28 |
178-28 |
179-04 |
| S1 |
177-31 |
177-31 |
179-12 |
178-14 |
| S2 |
176-09 |
176-09 |
179-05 |
|
| S3 |
173-22 |
175-12 |
178-29 |
|
| S4 |
171-03 |
172-25 |
178-06 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187-01 |
185-16 |
180-13 |
|
| R3 |
184-18 |
183-01 |
179-24 |
|
| R2 |
182-03 |
182-03 |
179-16 |
|
| R1 |
180-18 |
180-18 |
179-09 |
180-03 |
| PP |
179-20 |
179-20 |
179-20 |
179-12 |
| S1 |
178-03 |
178-03 |
178-27 |
177-20 |
| S2 |
177-05 |
177-05 |
178-20 |
|
| S3 |
174-22 |
175-20 |
178-12 |
|
| S4 |
172-07 |
173-05 |
177-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
190-27 |
|
2.618 |
186-19 |
|
1.618 |
184-00 |
|
1.000 |
182-13 |
|
0.618 |
181-13 |
|
HIGH |
179-26 |
|
0.618 |
178-26 |
|
0.500 |
178-17 |
|
0.382 |
178-07 |
|
LOW |
177-07 |
|
0.618 |
175-20 |
|
1.000 |
174-20 |
|
1.618 |
173-01 |
|
2.618 |
170-14 |
|
4.250 |
166-06 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
179-08 |
179-05 |
| PP |
178-28 |
178-22 |
| S1 |
178-17 |
178-07 |
|