ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
180-03 |
179-24 |
-0-11 |
-0.2% |
178-14 |
| High |
180-24 |
180-06 |
-0-18 |
-0.3% |
181-14 |
| Low |
179-25 |
179-03 |
-0-22 |
-0.4% |
177-06 |
| Close |
180-09 |
179-23 |
-0-18 |
-0.3% |
179-26 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
4-08 |
| ATR |
1-15 |
1-15 |
-0-01 |
-1.4% |
0-00 |
| Volume |
249,337 |
214,595 |
-34,742 |
-13.9% |
1,194,485 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-30 |
182-14 |
180-10 |
|
| R3 |
181-27 |
181-11 |
180-01 |
|
| R2 |
180-24 |
180-24 |
179-29 |
|
| R1 |
180-08 |
180-08 |
179-26 |
179-31 |
| PP |
179-21 |
179-21 |
179-21 |
179-17 |
| S1 |
179-05 |
179-05 |
179-20 |
178-28 |
| S2 |
178-18 |
178-18 |
179-17 |
|
| S3 |
177-15 |
178-02 |
179-13 |
|
| S4 |
176-12 |
176-31 |
179-04 |
|
|
| 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 |
178-19 |
2-27 |
1.6% |
1-14 |
0.8% |
40% |
False |
False |
252,902 |
| 10 |
181-14 |
177-06 |
4-08 |
2.4% |
1-12 |
0.8% |
60% |
False |
False |
235,543 |
| 20 |
181-14 |
175-09 |
6-05 |
3.4% |
1-10 |
0.7% |
72% |
False |
False |
233,116 |
| 40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-17 |
0.8% |
84% |
False |
False |
256,827 |
| 60 |
181-15 |
170-30 |
10-17 |
5.9% |
1-19 |
0.9% |
83% |
False |
False |
171,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-27 |
|
2.618 |
183-02 |
|
1.618 |
181-31 |
|
1.000 |
181-09 |
|
0.618 |
180-28 |
|
HIGH |
180-06 |
|
0.618 |
179-25 |
|
0.500 |
179-21 |
|
0.382 |
179-16 |
|
LOW |
179-03 |
|
0.618 |
178-13 |
|
1.000 |
178-00 |
|
1.618 |
177-10 |
|
2.618 |
176-07 |
|
4.250 |
174-14 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
179-22 |
179-28 |
| PP |
179-21 |
179-26 |
| S1 |
179-21 |
179-25 |
|