ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
180-17 |
181-09 |
0-24 |
0.4% |
179-22 |
| High |
181-10 |
181-30 |
0-20 |
0.3% |
181-30 |
| Low |
180-16 |
180-23 |
0-07 |
0.1% |
179-22 |
| Close |
181-03 |
181-03 |
0-00 |
0.0% |
181-03 |
| Range |
0-26 |
1-07 |
0-13 |
50.0% |
2-08 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.1% |
0-00 |
| Volume |
257,395 |
248,749 |
-8,646 |
-3.4% |
1,117,368 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-29 |
184-07 |
181-24 |
|
| R3 |
183-22 |
183-00 |
181-14 |
|
| R2 |
182-15 |
182-15 |
181-10 |
|
| R1 |
181-25 |
181-25 |
181-07 |
181-17 |
| PP |
181-08 |
181-08 |
181-08 |
181-04 |
| S1 |
180-18 |
180-18 |
180-31 |
180-10 |
| S2 |
180-01 |
180-01 |
180-28 |
|
| S3 |
178-26 |
179-11 |
180-24 |
|
| S4 |
177-19 |
178-04 |
180-14 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187-21 |
186-20 |
182-11 |
|
| R3 |
185-13 |
184-12 |
181-23 |
|
| R2 |
183-05 |
183-05 |
181-16 |
|
| R1 |
182-04 |
182-04 |
181-10 |
182-21 |
| PP |
180-29 |
180-29 |
180-29 |
181-05 |
| S1 |
179-28 |
179-28 |
180-28 |
180-13 |
| S2 |
178-21 |
178-21 |
180-22 |
|
| S3 |
176-13 |
177-20 |
180-15 |
|
| S4 |
174-05 |
175-12 |
179-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
181-30 |
179-22 |
2-08 |
1.2% |
0-28 |
0.5% |
63% |
True |
False |
223,473 |
| 10 |
181-30 |
178-31 |
2-31 |
1.6% |
0-31 |
0.5% |
72% |
True |
False |
213,157 |
| 20 |
181-30 |
177-06 |
4-24 |
2.6% |
1-05 |
0.6% |
82% |
True |
False |
228,772 |
| 40 |
181-30 |
170-30 |
11-00 |
6.1% |
1-14 |
0.8% |
92% |
True |
False |
247,444 |
| 60 |
181-30 |
170-30 |
11-00 |
6.1% |
1-16 |
0.8% |
92% |
True |
False |
196,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
187-04 |
|
2.618 |
185-04 |
|
1.618 |
183-29 |
|
1.000 |
183-05 |
|
0.618 |
182-22 |
|
HIGH |
181-30 |
|
0.618 |
181-15 |
|
0.500 |
181-11 |
|
0.382 |
181-06 |
|
LOW |
180-23 |
|
0.618 |
179-31 |
|
1.000 |
179-16 |
|
1.618 |
178-24 |
|
2.618 |
177-17 |
|
4.250 |
175-17 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
181-11 |
181-03 |
| PP |
181-08 |
181-03 |
| S1 |
181-06 |
181-03 |
|