ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
176-28 |
175-18 |
-1-10 |
-0.7% |
172-18 |
| High |
176-29 |
176-13 |
-0-16 |
-0.3% |
178-13 |
| Low |
174-29 |
175-09 |
0-12 |
0.2% |
171-23 |
| Close |
175-22 |
176-06 |
0-16 |
0.3% |
177-06 |
| Range |
2-00 |
1-04 |
-0-28 |
-43.8% |
6-22 |
| ATR |
1-28 |
1-27 |
-0-02 |
-2.9% |
0-00 |
| Volume |
339,249 |
241,263 |
-97,986 |
-28.9% |
1,355,510 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-11 |
178-28 |
176-26 |
|
| R3 |
178-07 |
177-24 |
176-16 |
|
| R2 |
177-03 |
177-03 |
176-13 |
|
| R1 |
176-20 |
176-20 |
176-09 |
176-28 |
| PP |
175-31 |
175-31 |
175-31 |
176-02 |
| S1 |
175-16 |
175-16 |
176-03 |
175-24 |
| S2 |
174-27 |
174-27 |
175-31 |
|
| S3 |
173-23 |
174-12 |
175-28 |
|
| S4 |
172-19 |
173-08 |
175-18 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
195-27 |
193-06 |
180-28 |
|
| R3 |
189-05 |
186-16 |
179-01 |
|
| R2 |
182-15 |
182-15 |
178-13 |
|
| R1 |
179-26 |
179-26 |
177-26 |
181-05 |
| PP |
175-25 |
175-25 |
175-25 |
176-14 |
| S1 |
173-04 |
173-04 |
176-18 |
174-15 |
| S2 |
169-03 |
169-03 |
175-31 |
|
| S3 |
162-13 |
166-14 |
175-11 |
|
| S4 |
155-23 |
159-24 |
173-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-06 |
|
2.618 |
179-11 |
|
1.618 |
178-07 |
|
1.000 |
177-17 |
|
0.618 |
177-03 |
|
HIGH |
176-13 |
|
0.618 |
175-31 |
|
0.500 |
175-27 |
|
0.382 |
175-23 |
|
LOW |
175-09 |
|
0.618 |
174-19 |
|
1.000 |
174-05 |
|
1.618 |
173-15 |
|
2.618 |
172-11 |
|
4.250 |
170-16 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-02 |
176-22 |
| PP |
175-31 |
176-16 |
| S1 |
175-27 |
176-11 |
|