ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
179-07 |
178-20 |
-0-19 |
-0.3% |
179-05 |
| High |
179-09 |
180-18 |
1-09 |
0.7% |
179-17 |
| Low |
178-14 |
178-19 |
0-05 |
0.1% |
177-09 |
| Close |
178-30 |
180-12 |
1-14 |
0.8% |
178-09 |
| Range |
0-27 |
1-31 |
1-04 |
133.3% |
2-08 |
| ATR |
1-15 |
1-16 |
0-01 |
2.5% |
0-00 |
| Volume |
216,441 |
318,450 |
102,009 |
47.1% |
1,013,581 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-24 |
185-01 |
181-15 |
|
| R3 |
183-25 |
183-02 |
180-29 |
|
| R2 |
181-26 |
181-26 |
180-24 |
|
| R1 |
181-03 |
181-03 |
180-18 |
181-14 |
| PP |
179-27 |
179-27 |
179-27 |
180-01 |
| S1 |
179-04 |
179-04 |
180-06 |
179-16 |
| S2 |
177-28 |
177-28 |
180-00 |
|
| S3 |
175-29 |
177-05 |
179-27 |
|
| S4 |
173-30 |
175-06 |
179-09 |
|
|
| 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 |
180-18 |
177-06 |
3-12 |
1.9% |
1-15 |
0.8% |
94% |
True |
False |
226,245 |
| 10 |
180-18 |
177-06 |
3-12 |
1.9% |
1-08 |
0.7% |
94% |
True |
False |
241,525 |
| 20 |
180-18 |
174-29 |
5-21 |
3.1% |
1-13 |
0.8% |
97% |
True |
False |
243,155 |
| 40 |
180-28 |
170-30 |
9-30 |
5.5% |
1-18 |
0.9% |
95% |
False |
False |
233,828 |
| 60 |
181-15 |
170-30 |
10-17 |
5.8% |
1-19 |
0.9% |
90% |
False |
False |
156,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
188-30 |
|
2.618 |
185-23 |
|
1.618 |
183-24 |
|
1.000 |
182-17 |
|
0.618 |
181-25 |
|
HIGH |
180-18 |
|
0.618 |
179-26 |
|
0.500 |
179-19 |
|
0.382 |
179-11 |
|
LOW |
178-19 |
|
0.618 |
177-12 |
|
1.000 |
176-20 |
|
1.618 |
175-13 |
|
2.618 |
173-14 |
|
4.250 |
170-07 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
180-04 |
179-31 |
| PP |
179-27 |
179-18 |
| S1 |
179-19 |
179-06 |
|