ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
178-02 |
177-30 |
-0-04 |
-0.1% |
177-24 |
| High |
178-20 |
179-08 |
0-20 |
0.3% |
179-08 |
| Low |
177-27 |
177-29 |
0-02 |
0.0% |
176-13 |
| Close |
178-07 |
179-03 |
0-28 |
0.5% |
179-03 |
| Range |
0-25 |
1-11 |
0-18 |
72.0% |
2-27 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.3% |
0-00 |
| Volume |
238,587 |
235,817 |
-2,770 |
-1.2% |
1,126,203 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-25 |
182-09 |
179-27 |
|
| R3 |
181-14 |
180-30 |
179-15 |
|
| R2 |
180-03 |
180-03 |
179-11 |
|
| R1 |
179-19 |
179-19 |
179-07 |
179-27 |
| PP |
178-24 |
178-24 |
178-24 |
178-28 |
| S1 |
178-08 |
178-08 |
178-31 |
178-16 |
| S2 |
177-13 |
177-13 |
178-27 |
|
| S3 |
176-02 |
176-29 |
178-23 |
|
| S4 |
174-23 |
175-18 |
178-11 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-25 |
185-25 |
180-21 |
|
| R3 |
183-30 |
182-30 |
179-28 |
|
| R2 |
181-03 |
181-03 |
179-20 |
|
| R1 |
180-03 |
180-03 |
179-11 |
180-19 |
| PP |
178-08 |
178-08 |
178-08 |
178-16 |
| S1 |
177-08 |
177-08 |
178-27 |
177-24 |
| S2 |
175-13 |
175-13 |
178-18 |
|
| S3 |
172-18 |
174-13 |
178-10 |
|
| S4 |
169-23 |
171-18 |
177-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-31 |
|
2.618 |
182-25 |
|
1.618 |
181-14 |
|
1.000 |
180-19 |
|
0.618 |
180-03 |
|
HIGH |
179-08 |
|
0.618 |
178-24 |
|
0.500 |
178-19 |
|
0.382 |
178-13 |
|
LOW |
177-29 |
|
0.618 |
177-02 |
|
1.000 |
176-18 |
|
1.618 |
175-23 |
|
2.618 |
174-12 |
|
4.250 |
172-06 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-30 |
178-22 |
| PP |
178-24 |
178-08 |
| S1 |
178-19 |
177-27 |
|