ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
176-13 |
174-15 |
-1-30 |
-1.1% |
178-02 |
| High |
177-14 |
175-08 |
-2-06 |
-1.2% |
178-13 |
| Low |
174-15 |
173-16 |
-0-31 |
-0.6% |
173-16 |
| Close |
174-24 |
174-25 |
0-01 |
0.0% |
174-25 |
| Range |
2-31 |
1-24 |
-1-07 |
-41.1% |
4-29 |
| ATR |
1-11 |
1-12 |
0-01 |
2.2% |
0-00 |
| Volume |
554,929 |
325,191 |
-229,738 |
-41.4% |
2,101,342 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-24 |
179-01 |
175-24 |
|
| R3 |
178-00 |
177-09 |
175-08 |
|
| R2 |
176-08 |
176-08 |
175-03 |
|
| R1 |
175-17 |
175-17 |
174-30 |
175-29 |
| PP |
174-16 |
174-16 |
174-16 |
174-22 |
| S1 |
173-25 |
173-25 |
174-20 |
174-05 |
| S2 |
172-24 |
172-24 |
174-15 |
|
| S3 |
171-00 |
172-01 |
174-10 |
|
| S4 |
169-08 |
170-09 |
173-26 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-09 |
187-14 |
177-15 |
|
| R3 |
185-12 |
182-17 |
176-04 |
|
| R2 |
180-15 |
180-15 |
175-22 |
|
| R1 |
177-20 |
177-20 |
175-07 |
176-19 |
| PP |
175-18 |
175-18 |
175-18 |
175-02 |
| S1 |
172-23 |
172-23 |
174-11 |
171-22 |
| S2 |
170-21 |
170-21 |
173-28 |
|
| S3 |
165-24 |
167-26 |
173-14 |
|
| S4 |
160-27 |
162-29 |
172-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182-22 |
|
2.618 |
179-27 |
|
1.618 |
178-03 |
|
1.000 |
177-00 |
|
0.618 |
176-11 |
|
HIGH |
175-08 |
|
0.618 |
174-19 |
|
0.500 |
174-12 |
|
0.382 |
174-05 |
|
LOW |
173-16 |
|
0.618 |
172-13 |
|
1.000 |
171-24 |
|
1.618 |
170-21 |
|
2.618 |
168-29 |
|
4.250 |
166-02 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-21 |
175-15 |
| PP |
174-16 |
175-08 |
| S1 |
174-12 |
175-00 |
|