ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
179-16 |
178-20 |
-0-28 |
-0.5% |
182-13 |
| High |
179-31 |
179-20 |
-0-11 |
-0.2% |
183-06 |
| Low |
178-08 |
177-16 |
-0-24 |
-0.4% |
181-09 |
| Close |
178-25 |
177-26 |
-0-31 |
-0.5% |
181-19 |
| Range |
1-23 |
2-04 |
0-13 |
23.6% |
1-29 |
| ATR |
1-11 |
1-13 |
0-02 |
4.1% |
0-00 |
| Volume |
369,646 |
379,954 |
10,308 |
2.8% |
1,318,771 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-22 |
183-12 |
178-31 |
|
| R3 |
182-18 |
181-08 |
178-13 |
|
| R2 |
180-14 |
180-14 |
178-06 |
|
| R1 |
179-04 |
179-04 |
178-00 |
178-23 |
| PP |
178-10 |
178-10 |
178-10 |
178-04 |
| S1 |
177-00 |
177-00 |
177-20 |
176-19 |
| S2 |
176-06 |
176-06 |
177-14 |
|
| S3 |
174-02 |
174-28 |
177-07 |
|
| S4 |
171-30 |
172-24 |
176-21 |
|
|
| 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 |
182-26 |
177-16 |
5-10 |
3.0% |
1-22 |
1.0% |
6% |
False |
True |
328,167 |
| 10 |
183-06 |
177-16 |
5-22 |
3.2% |
1-16 |
0.8% |
5% |
False |
True |
304,418 |
| 20 |
183-06 |
177-16 |
5-22 |
3.2% |
1-08 |
0.7% |
5% |
False |
True |
260,743 |
| 40 |
183-06 |
175-30 |
7-08 |
4.1% |
1-09 |
0.7% |
26% |
False |
False |
245,340 |
| 60 |
183-06 |
170-30 |
12-08 |
6.9% |
1-14 |
0.8% |
56% |
False |
False |
260,954 |
| 80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-16 |
0.8% |
56% |
False |
False |
196,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
188-21 |
|
2.618 |
185-06 |
|
1.618 |
183-02 |
|
1.000 |
181-24 |
|
0.618 |
180-30 |
|
HIGH |
179-20 |
|
0.618 |
178-26 |
|
0.500 |
178-18 |
|
0.382 |
178-10 |
|
LOW |
177-16 |
|
0.618 |
176-06 |
|
1.000 |
175-12 |
|
1.618 |
174-02 |
|
2.618 |
171-30 |
|
4.250 |
168-15 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-18 |
179-13 |
| PP |
178-10 |
178-28 |
| S1 |
178-02 |
178-11 |
|