ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
174-15 |
174-31 |
0-16 |
0.3% |
178-02 |
High |
175-08 |
175-26 |
0-18 |
0.3% |
178-13 |
Low |
173-16 |
174-06 |
0-22 |
0.4% |
173-16 |
Close |
174-25 |
175-23 |
0-30 |
0.5% |
174-25 |
Range |
1-24 |
1-20 |
-0-04 |
-7.1% |
4-29 |
ATR |
1-12 |
1-12 |
0-01 |
1.4% |
0-00 |
Volume |
325,191 |
445,368 |
120,177 |
37.0% |
2,101,342 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-04 |
179-17 |
176-20 |
|
R3 |
178-16 |
177-29 |
176-05 |
|
R2 |
176-28 |
176-28 |
176-01 |
|
R1 |
176-09 |
176-09 |
175-28 |
176-19 |
PP |
175-08 |
175-08 |
175-08 |
175-12 |
S1 |
174-21 |
174-21 |
175-18 |
174-31 |
S2 |
173-20 |
173-20 |
175-13 |
|
S3 |
172-00 |
173-01 |
175-09 |
|
S4 |
170-12 |
171-13 |
174-26 |
|
|
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 |
182-23 |
2.618 |
180-02 |
1.618 |
178-14 |
1.000 |
177-14 |
0.618 |
176-26 |
HIGH |
175-26 |
0.618 |
175-06 |
0.500 |
175-00 |
0.382 |
174-26 |
LOW |
174-06 |
0.618 |
173-06 |
1.000 |
172-18 |
1.618 |
171-18 |
2.618 |
169-30 |
4.250 |
167-09 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
175-15 |
175-20 |
PP |
175-08 |
175-18 |
S1 |
175-00 |
175-15 |
|