ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
181-15 |
181-05 |
-0-10 |
-0.2% |
182-13 |
| High |
182-00 |
181-10 |
-0-22 |
-0.4% |
183-06 |
| Low |
181-02 |
179-01 |
-2-01 |
-1.1% |
181-09 |
| Close |
181-09 |
179-04 |
-2-05 |
-1.2% |
181-19 |
| Range |
0-30 |
2-09 |
1-11 |
143.3% |
1-29 |
| ATR |
1-08 |
1-10 |
0-02 |
5.9% |
0-00 |
| Volume |
200,716 |
413,648 |
212,932 |
106.1% |
1,318,771 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-21 |
185-06 |
180-12 |
|
| R3 |
184-12 |
182-29 |
179-24 |
|
| R2 |
182-03 |
182-03 |
179-17 |
|
| R1 |
180-20 |
180-20 |
179-11 |
180-07 |
| PP |
179-26 |
179-26 |
179-26 |
179-20 |
| S1 |
178-11 |
178-11 |
178-29 |
177-30 |
| S2 |
177-17 |
177-17 |
178-23 |
|
| S3 |
175-08 |
176-02 |
178-16 |
|
| S4 |
172-31 |
173-25 |
177-28 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187-24 |
186-18 |
182-21 |
|
| R3 |
185-27 |
184-21 |
182-04 |
|
| R2 |
183-30 |
183-30 |
181-30 |
|
| R1 |
182-24 |
182-24 |
181-25 |
182-13 |
| PP |
182-01 |
182-01 |
182-01 |
181-27 |
| S1 |
180-27 |
180-27 |
181-13 |
180-16 |
| S2 |
180-04 |
180-04 |
181-08 |
|
| S3 |
178-07 |
178-30 |
181-02 |
|
| S4 |
176-10 |
177-01 |
180-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
183-06 |
179-01 |
4-05 |
2.3% |
1-16 |
0.8% |
2% |
False |
True |
288,887 |
| 10 |
183-06 |
179-01 |
4-05 |
2.3% |
1-10 |
0.7% |
2% |
False |
True |
274,727 |
| 20 |
183-06 |
179-01 |
4-05 |
2.3% |
1-05 |
0.7% |
2% |
False |
True |
242,876 |
| 40 |
183-06 |
174-29 |
8-09 |
4.6% |
1-08 |
0.7% |
51% |
False |
False |
241,112 |
| 60 |
183-06 |
170-30 |
12-08 |
6.8% |
1-14 |
0.8% |
67% |
False |
False |
248,750 |
| 80 |
183-06 |
170-30 |
12-08 |
6.8% |
1-15 |
0.8% |
67% |
False |
False |
186,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
191-00 |
|
2.618 |
187-09 |
|
1.618 |
185-00 |
|
1.000 |
183-19 |
|
0.618 |
182-23 |
|
HIGH |
181-10 |
|
0.618 |
180-14 |
|
0.500 |
180-06 |
|
0.382 |
179-29 |
|
LOW |
179-01 |
|
0.618 |
177-20 |
|
1.000 |
176-24 |
|
1.618 |
175-11 |
|
2.618 |
173-02 |
|
4.250 |
169-11 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
180-06 |
180-30 |
| PP |
179-26 |
180-10 |
| S1 |
179-15 |
179-23 |
|