ECBOT 30 Year Treasury Bond Future September 2020
Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
179-24 |
179-21 |
-0-03 |
-0.1% |
178-14 |
High |
180-06 |
180-15 |
0-09 |
0.2% |
181-14 |
Low |
179-03 |
179-16 |
0-13 |
0.2% |
177-06 |
Close |
179-23 |
180-07 |
0-16 |
0.3% |
179-26 |
Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
4-08 |
ATR |
1-15 |
1-14 |
-0-01 |
-2.4% |
0-00 |
Volume |
214,595 |
177,664 |
-36,931 |
-17.2% |
1,194,485 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-31 |
182-18 |
180-24 |
|
R3 |
182-00 |
181-19 |
180-16 |
|
R2 |
181-01 |
181-01 |
180-13 |
|
R1 |
180-20 |
180-20 |
180-10 |
180-27 |
PP |
180-02 |
180-02 |
180-02 |
180-05 |
S1 |
179-21 |
179-21 |
180-04 |
179-28 |
S2 |
179-03 |
179-03 |
180-01 |
|
S3 |
178-04 |
178-22 |
179-30 |
|
S4 |
177-05 |
177-23 |
179-22 |
|
|
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 |
178-31 |
2-15 |
1.4% |
1-08 |
0.7% |
51% |
False |
False |
224,744 |
10 |
181-14 |
177-06 |
4-08 |
2.4% |
1-11 |
0.8% |
71% |
False |
False |
225,495 |
20 |
181-14 |
175-30 |
5-16 |
3.1% |
1-09 |
0.7% |
78% |
False |
False |
229,936 |
40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-16 |
0.8% |
88% |
False |
False |
261,060 |
60 |
181-14 |
170-30 |
10-16 |
5.8% |
1-18 |
0.9% |
88% |
False |
False |
174,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-19 |
2.618 |
183-00 |
1.618 |
182-01 |
1.000 |
181-14 |
0.618 |
181-02 |
HIGH |
180-15 |
0.618 |
180-03 |
0.500 |
180-00 |
0.382 |
179-28 |
LOW |
179-16 |
0.618 |
178-29 |
1.000 |
178-17 |
1.618 |
177-30 |
2.618 |
176-31 |
4.250 |
175-12 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
180-05 |
180-04 |
PP |
180-02 |
180-01 |
S1 |
180-00 |
179-30 |
|