ECBOT 30 Year Treasury Bond Future September 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jul-2020 | 07-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 178-14 | 178-01 | -0-13 | -0.2% | 179-05 |  
                        | High | 178-28 | 179-12 | 0-16 | 0.3% | 179-17 |  
                        | Low | 177-06 | 177-25 | 0-19 | 0.3% | 177-09 |  
                        | Close | 177-31 | 179-00 | 1-01 | 0.6% | 178-09 |  
                        | Range | 1-22 | 1-19 | -0-03 | -5.6% | 2-08 |  
                        | ATR | 1-16 | 1-16 | 0-00 | 0.4% | 0-00 |  
                        | Volume | 190,697 | 201,678 | 10,981 | 5.8% | 1,013,581 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 183-16 | 182-27 | 179-28 |  |  
                | R3 | 181-29 | 181-08 | 179-14 |  |  
                | R2 | 180-10 | 180-10 | 179-09 |  |  
                | R1 | 179-21 | 179-21 | 179-05 | 179-31 |  
                | PP | 178-23 | 178-23 | 178-23 | 178-28 |  
                | S1 | 178-02 | 178-02 | 178-27 | 178-13 |  
                | S2 | 177-04 | 177-04 | 178-23 |  |  
                | S3 | 175-17 | 176-15 | 178-18 |  |  
                | S4 | 173-30 | 174-28 | 178-04 |  |  | 
        
            | Weekly Pivots for week ending 03-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 185-04 | 183-30 | 179-17 |  |  
                | R3 | 182-28 | 181-22 | 178-29 |  |  
                | R2 | 180-20 | 180-20 | 178-22 |  |  
                | R1 | 179-14 | 179-14 | 178-16 | 178-29 |  
                | PP | 178-12 | 178-12 | 178-12 | 178-03 |  
                | S1 | 177-06 | 177-06 | 178-02 | 176-21 |  
                | S2 | 176-04 | 176-04 | 177-28 |  |  
                | S3 | 173-28 | 174-30 | 177-21 |  |  
                | S4 | 171-20 | 172-22 | 177-01 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 179-17 | 177-06 | 2-11 | 1.3% | 1-12 | 0.8% | 77% | False | False | 238,000 |  
                | 10 | 179-17 | 176-13 | 3-04 | 1.7% | 1-09 | 0.7% | 83% | False | False | 235,326 |  
                | 20 | 179-17 | 173-00 | 6-17 | 3.6% | 1-15 | 0.8% | 92% | False | False | 242,899 |  
                | 40 | 180-28 | 170-30 | 9-30 | 5.6% | 1-18 | 0.9% | 81% | False | False | 220,548 |  
                | 60 | 181-15 | 170-30 | 10-17 | 5.9% | 1-19 | 0.9% | 77% | False | False | 147,162 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 186-05 |  
            | 2.618 | 183-18 |  
            | 1.618 | 181-31 |  
            | 1.000 | 180-31 |  
            | 0.618 | 180-12 |  
            | HIGH | 179-12 |  
            | 0.618 | 178-25 |  
            | 0.500 | 178-19 |  
            | 0.382 | 178-12 |  
            | LOW | 177-25 |  
            | 0.618 | 176-25 |  
            | 1.000 | 176-06 |  
            | 1.618 | 175-06 |  
            | 2.618 | 173-19 |  
            | 4.250 | 171-00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 178-28 | 178-24 |  
                                | PP | 178-23 | 178-17 |  
                                | S1 | 178-19 | 178-09 |  |