ECBOT 30 Year Treasury Bond Future September 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2020 | 14-Aug-2020 | Change | Change % | Previous Week |  
                        | Open | 178-20 | 177-22 | -0-30 | -0.5% | 181-15 |  
                        | High | 179-20 | 178-15 | -1-05 | -0.6% | 182-00 |  
                        | Low | 177-16 | 177-21 | 0-05 | 0.1% | 177-16 |  
                        | Close | 177-26 | 177-27 | 0-01 | 0.0% | 177-27 |  
                        | Range | 2-04 | 0-26 | -1-10 | -61.8% | 4-16 |  
                        | ATR | 1-13 | 1-12 | -0-01 | -3.0% | 0-00 |  
                        | Volume | 379,954 | 296,412 | -83,542 | -22.0% | 1,660,376 |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 180-14 | 179-30 | 178-09 |  |  
                | R3 | 179-20 | 179-04 | 178-02 |  |  
                | R2 | 178-26 | 178-26 | 178-00 |  |  
                | R1 | 178-10 | 178-10 | 177-29 | 178-18 |  
                | PP | 178-00 | 178-00 | 178-00 | 178-04 |  
                | S1 | 177-16 | 177-16 | 177-25 | 177-24 |  
                | S2 | 177-06 | 177-06 | 177-22 |  |  
                | S3 | 176-12 | 176-22 | 177-20 |  |  
                | S4 | 175-18 | 175-28 | 177-13 |  |  | 
        
            | Weekly Pivots for week ending 14-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 192-20 | 189-23 | 180-10 |  |  
                | R3 | 188-04 | 185-07 | 179-03 |  |  
                | R2 | 183-20 | 183-20 | 178-21 |  |  
                | R1 | 180-23 | 180-23 | 178-08 | 179-30 |  
                | PP | 179-04 | 179-04 | 179-04 | 178-23 |  
                | S1 | 176-07 | 176-07 | 177-14 | 175-14 |  
                | S2 | 174-20 | 174-20 | 177-01 |  |  
                | S3 | 170-04 | 171-23 | 176-19 |  |  
                | S4 | 165-20 | 167-07 | 175-12 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 182-00 | 177-16 | 4-16 | 2.5% | 1-18 | 0.9% | 8% | False | False | 332,075 |  
                | 10 | 183-06 | 177-16 | 5-22 | 3.2% | 1-15 | 0.8% | 6% | False | False | 297,914 |  
                | 20 | 183-06 | 177-16 | 5-22 | 3.2% | 1-08 | 0.7% | 6% | False | False | 267,679 |  
                | 40 | 183-06 | 176-02 | 7-04 | 4.0% | 1-08 | 0.7% | 25% | False | False | 247,726 |  
                | 60 | 183-06 | 170-30 | 12-08 | 6.9% | 1-13 | 0.8% | 56% | False | False | 264,560 |  
                | 80 | 183-06 | 170-30 | 12-08 | 6.9% | 1-15 | 0.8% | 56% | False | False | 199,993 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 181-30 |  
            | 2.618 | 180-19 |  
            | 1.618 | 179-25 |  
            | 1.000 | 179-09 |  
            | 0.618 | 178-31 |  
            | HIGH | 178-15 |  
            | 0.618 | 178-05 |  
            | 0.500 | 178-02 |  
            | 0.382 | 177-31 |  
            | LOW | 177-21 |  
            | 0.618 | 177-05 |  
            | 1.000 | 176-27 |  
            | 1.618 | 176-11 |  
            | 2.618 | 175-17 |  
            | 4.250 | 174-07 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 178-02 | 178-24 |  
                                | PP | 178-00 | 178-14 |  
                                | S1 | 177-29 | 178-05 |  |