ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
181-12 |
182-04 |
0-24 |
0.4% |
181-00 |
| High |
182-15 |
182-26 |
0-11 |
0.2% |
182-26 |
| Low |
181-10 |
181-21 |
0-11 |
0.2% |
179-30 |
| Close |
182-10 |
182-09 |
-0-01 |
0.0% |
182-09 |
| Range |
1-05 |
1-05 |
0-00 |
0.0% |
2-28 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.4% |
0-00 |
| Volume |
238,489 |
361,448 |
122,959 |
51.6% |
1,257,067 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-23 |
185-05 |
182-29 |
|
| R3 |
184-18 |
184-00 |
182-19 |
|
| R2 |
183-13 |
183-13 |
182-16 |
|
| R1 |
182-27 |
182-27 |
182-12 |
183-04 |
| PP |
182-08 |
182-08 |
182-08 |
182-13 |
| S1 |
181-22 |
181-22 |
182-06 |
181-31 |
| S2 |
181-03 |
181-03 |
182-02 |
|
| S3 |
179-30 |
180-17 |
181-31 |
|
| S4 |
178-25 |
179-12 |
181-21 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-10 |
189-05 |
183-28 |
|
| R3 |
187-14 |
186-09 |
183-02 |
|
| R2 |
184-18 |
184-18 |
182-26 |
|
| R1 |
183-13 |
183-13 |
182-17 |
184-00 |
| PP |
181-22 |
181-22 |
181-22 |
181-31 |
| S1 |
180-17 |
180-17 |
182-01 |
181-04 |
| S2 |
178-26 |
178-26 |
181-24 |
|
| S3 |
175-30 |
177-21 |
181-16 |
|
| S4 |
173-02 |
174-25 |
180-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
182-26 |
179-30 |
2-28 |
1.6% |
1-06 |
0.7% |
82% |
True |
False |
251,413 |
| 10 |
182-26 |
179-22 |
3-04 |
1.7% |
1-01 |
0.6% |
83% |
True |
False |
237,443 |
| 20 |
182-26 |
177-06 |
5-20 |
3.1% |
1-06 |
0.6% |
91% |
True |
False |
229,156 |
| 40 |
182-26 |
170-30 |
11-28 |
6.5% |
1-12 |
0.8% |
96% |
True |
False |
243,537 |
| 60 |
182-26 |
170-30 |
11-28 |
6.5% |
1-15 |
0.8% |
96% |
True |
False |
216,924 |
| 80 |
182-26 |
170-30 |
11-28 |
6.5% |
1-15 |
0.8% |
96% |
True |
False |
162,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
187-23 |
|
2.618 |
185-27 |
|
1.618 |
184-22 |
|
1.000 |
183-31 |
|
0.618 |
183-17 |
|
HIGH |
182-26 |
|
0.618 |
182-12 |
|
0.500 |
182-08 |
|
0.382 |
182-03 |
|
LOW |
181-21 |
|
0.618 |
180-30 |
|
1.000 |
180-16 |
|
1.618 |
179-25 |
|
2.618 |
178-20 |
|
4.250 |
176-24 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
182-09 |
182-05 |
| PP |
182-08 |
182-00 |
| S1 |
182-08 |
181-28 |
|