ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
180-11 |
180-17 |
0-06 |
0.1% |
179-19 |
| High |
181-00 |
181-10 |
0-10 |
0.2% |
180-24 |
| Low |
180-08 |
180-16 |
0-08 |
0.1% |
178-31 |
| Close |
180-20 |
181-03 |
0-15 |
0.3% |
179-23 |
| Range |
0-24 |
0-26 |
0-02 |
8.3% |
1-25 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.6% |
0-00 |
| Volume |
245,814 |
257,395 |
11,581 |
4.7% |
1,014,202 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-13 |
183-02 |
181-17 |
|
| R3 |
182-19 |
182-08 |
181-10 |
|
| R2 |
181-25 |
181-25 |
181-08 |
|
| R1 |
181-14 |
181-14 |
181-05 |
181-20 |
| PP |
180-31 |
180-31 |
180-31 |
181-02 |
| S1 |
180-20 |
180-20 |
181-01 |
180-26 |
| S2 |
180-05 |
180-05 |
180-30 |
|
| S3 |
179-11 |
179-26 |
180-28 |
|
| S4 |
178-17 |
179-00 |
180-21 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-05 |
184-07 |
180-22 |
|
| R3 |
183-12 |
182-14 |
180-07 |
|
| R2 |
181-19 |
181-19 |
180-01 |
|
| R1 |
180-21 |
180-21 |
179-28 |
181-04 |
| PP |
179-26 |
179-26 |
179-26 |
180-02 |
| S1 |
178-28 |
178-28 |
179-18 |
179-11 |
| S2 |
178-01 |
178-01 |
179-13 |
|
| S3 |
176-08 |
177-03 |
179-07 |
|
| S4 |
174-15 |
175-10 |
178-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
181-10 |
179-19 |
1-23 |
0.9% |
0-26 |
0.5% |
87% |
True |
False |
205,263 |
| 10 |
181-14 |
178-31 |
2-15 |
1.4% |
1-01 |
0.6% |
86% |
False |
False |
215,004 |
| 20 |
181-14 |
177-06 |
4-08 |
2.3% |
1-04 |
0.6% |
92% |
False |
False |
228,264 |
| 40 |
181-14 |
170-30 |
10-16 |
5.8% |
1-14 |
0.8% |
97% |
False |
False |
248,087 |
| 60 |
181-14 |
170-30 |
10-16 |
5.8% |
1-16 |
0.8% |
97% |
False |
False |
191,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-24 |
|
2.618 |
183-14 |
|
1.618 |
182-20 |
|
1.000 |
182-04 |
|
0.618 |
181-26 |
|
HIGH |
181-10 |
|
0.618 |
181-00 |
|
0.500 |
180-29 |
|
0.382 |
180-26 |
|
LOW |
180-16 |
|
0.618 |
180-00 |
|
1.000 |
179-22 |
|
1.618 |
179-06 |
|
2.618 |
178-12 |
|
4.250 |
177-02 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
181-01 |
180-30 |
| PP |
180-31 |
180-24 |
| S1 |
180-29 |
180-19 |
|