ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
176-25 |
176-13 |
-0-12 |
-0.2% |
176-04 |
| High |
176-25 |
177-14 |
0-21 |
0.4% |
178-07 |
| Low |
175-23 |
174-15 |
-1-08 |
-0.7% |
176-02 |
| Close |
176-16 |
174-24 |
-1-24 |
-1.0% |
177-30 |
| Range |
1-02 |
2-31 |
1-29 |
179.4% |
2-05 |
| ATR |
1-07 |
1-11 |
0-04 |
10.4% |
0-00 |
| Volume |
514,347 |
554,929 |
40,582 |
7.9% |
165,236 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-15 |
182-18 |
176-12 |
|
| R3 |
181-16 |
179-19 |
175-18 |
|
| R2 |
178-17 |
178-17 |
175-09 |
|
| R1 |
176-20 |
176-20 |
175-01 |
176-03 |
| PP |
175-18 |
175-18 |
175-18 |
175-09 |
| S1 |
173-21 |
173-21 |
174-15 |
173-04 |
| S2 |
172-19 |
172-19 |
174-07 |
|
| S3 |
169-20 |
170-22 |
173-30 |
|
| S4 |
166-21 |
167-23 |
173-04 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-28 |
183-02 |
179-04 |
|
| R3 |
181-23 |
180-29 |
178-17 |
|
| R2 |
179-18 |
179-18 |
178-11 |
|
| R1 |
178-24 |
178-24 |
178-04 |
179-05 |
| PP |
177-13 |
177-13 |
177-13 |
177-20 |
| S1 |
176-19 |
176-19 |
177-24 |
177-00 |
| S2 |
175-08 |
175-08 |
177-17 |
|
| S3 |
173-03 |
174-14 |
177-11 |
|
| S4 |
170-30 |
172-09 |
176-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
190-02 |
|
2.618 |
185-07 |
|
1.618 |
182-08 |
|
1.000 |
180-13 |
|
0.618 |
179-09 |
|
HIGH |
177-14 |
|
0.618 |
176-10 |
|
0.500 |
175-31 |
|
0.382 |
175-19 |
|
LOW |
174-15 |
|
0.618 |
172-20 |
|
1.000 |
171-16 |
|
1.618 |
169-21 |
|
2.618 |
166-22 |
|
4.250 |
161-27 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
175-31 |
176-02 |
| PP |
175-18 |
175-20 |
| S1 |
175-05 |
175-06 |
|