ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
179-19 |
180-03 |
0-16 |
0.3% |
178-14 |
| High |
180-07 |
180-24 |
0-17 |
0.3% |
181-14 |
| Low |
178-31 |
179-25 |
0-26 |
0.5% |
177-06 |
| Close |
179-20 |
180-09 |
0-21 |
0.4% |
179-26 |
| Range |
1-08 |
0-31 |
-0-09 |
-22.5% |
4-08 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.8% |
0-00 |
| Volume |
214,909 |
249,337 |
34,428 |
16.0% |
1,194,485 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-06 |
182-22 |
180-26 |
|
| R3 |
182-07 |
181-23 |
180-18 |
|
| R2 |
181-08 |
181-08 |
180-15 |
|
| R1 |
180-24 |
180-24 |
180-12 |
181-00 |
| PP |
180-09 |
180-09 |
180-09 |
180-13 |
| S1 |
179-25 |
179-25 |
180-06 |
180-01 |
| S2 |
179-10 |
179-10 |
180-03 |
|
| S3 |
178-11 |
178-26 |
180-00 |
|
| S4 |
177-12 |
177-27 |
179-24 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
192-07 |
190-09 |
182-05 |
|
| R3 |
187-31 |
186-01 |
180-31 |
|
| R2 |
183-23 |
183-23 |
180-19 |
|
| R1 |
181-25 |
181-25 |
180-06 |
182-24 |
| PP |
179-15 |
179-15 |
179-15 |
179-31 |
| S1 |
177-17 |
177-17 |
179-14 |
178-16 |
| S2 |
175-07 |
175-07 |
179-01 |
|
| S3 |
170-31 |
173-09 |
178-21 |
|
| S4 |
166-23 |
169-01 |
177-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
181-14 |
178-14 |
3-00 |
1.7% |
1-12 |
0.8% |
61% |
False |
False |
253,271 |
| 10 |
181-14 |
177-06 |
4-08 |
2.4% |
1-12 |
0.8% |
73% |
False |
False |
245,636 |
| 20 |
181-14 |
174-29 |
6-17 |
3.6% |
1-11 |
0.7% |
82% |
False |
False |
239,349 |
| 40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-18 |
0.9% |
89% |
False |
False |
251,686 |
| 60 |
181-15 |
170-30 |
10-17 |
5.8% |
1-19 |
0.9% |
89% |
False |
False |
168,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-28 |
|
2.618 |
183-09 |
|
1.618 |
182-10 |
|
1.000 |
181-23 |
|
0.618 |
181-11 |
|
HIGH |
180-24 |
|
0.618 |
180-12 |
|
0.500 |
180-09 |
|
0.382 |
180-05 |
|
LOW |
179-25 |
|
0.618 |
179-06 |
|
1.000 |
178-26 |
|
1.618 |
178-07 |
|
2.618 |
177-08 |
|
4.250 |
175-21 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
180-09 |
180-08 |
| PP |
180-09 |
180-07 |
| S1 |
180-09 |
180-07 |
|