ECBOT 30 Year Treasury Bond Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
179-05 |
177-01 |
-2-04 |
-1.2% |
176-21 |
| High |
179-13 |
178-19 |
-0-26 |
-0.5% |
180-06 |
| Low |
176-30 |
176-26 |
-0-04 |
-0.1% |
175-27 |
| Close |
177-01 |
177-30 |
0-29 |
0.5% |
177-01 |
| Range |
2-15 |
1-25 |
-0-22 |
-27.8% |
4-11 |
| ATR |
1-18 |
1-19 |
0-00 |
1.0% |
0-00 |
| Volume |
1,400 |
1,155 |
-245 |
-17.5% |
44,805 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-04 |
182-10 |
178-29 |
|
| R3 |
181-11 |
180-17 |
178-14 |
|
| R2 |
179-18 |
179-18 |
178-08 |
|
| R1 |
178-24 |
178-24 |
178-03 |
179-05 |
| PP |
177-25 |
177-25 |
177-25 |
178-00 |
| S1 |
176-31 |
176-31 |
177-25 |
177-12 |
| S2 |
176-00 |
176-00 |
177-20 |
|
| S3 |
174-07 |
175-06 |
177-14 |
|
| S4 |
172-14 |
173-13 |
176-31 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-23 |
188-07 |
179-13 |
|
| R3 |
186-12 |
183-28 |
178-07 |
|
| R2 |
182-01 |
182-01 |
177-26 |
|
| R1 |
179-17 |
179-17 |
177-14 |
180-25 |
| PP |
177-22 |
177-22 |
177-22 |
178-10 |
| S1 |
175-06 |
175-06 |
176-20 |
176-14 |
| S2 |
173-11 |
173-11 |
176-08 |
|
| S3 |
169-00 |
170-27 |
175-27 |
|
| S4 |
164-21 |
166-16 |
174-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
180-06 |
176-10 |
3-28 |
2.2% |
1-27 |
1.0% |
42% |
False |
False |
4,934 |
| 10 |
180-06 |
175-05 |
5-01 |
2.8% |
1-27 |
1.0% |
55% |
False |
False |
238,998 |
| 20 |
181-10 |
175-05 |
6-05 |
3.5% |
1-19 |
0.9% |
45% |
False |
False |
288,643 |
| 40 |
183-06 |
175-05 |
8-01 |
4.5% |
1-11 |
0.8% |
35% |
False |
False |
261,652 |
| 60 |
183-06 |
174-29 |
8-09 |
4.7% |
1-11 |
0.8% |
37% |
False |
False |
253,499 |
| 80 |
183-06 |
170-30 |
12-08 |
6.9% |
1-15 |
0.8% |
57% |
False |
False |
253,661 |
| 100 |
183-06 |
170-30 |
12-08 |
6.9% |
1-16 |
0.8% |
57% |
False |
False |
203,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186-05 |
|
2.618 |
183-08 |
|
1.618 |
181-15 |
|
1.000 |
180-12 |
|
0.618 |
179-22 |
|
HIGH |
178-19 |
|
0.618 |
177-29 |
|
0.500 |
177-23 |
|
0.382 |
177-16 |
|
LOW |
176-26 |
|
0.618 |
175-23 |
|
1.000 |
175-01 |
|
1.618 |
173-30 |
|
2.618 |
172-05 |
|
4.250 |
169-08 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-28 |
178-16 |
| PP |
177-25 |
178-10 |
| S1 |
177-23 |
178-04 |
|