ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
174-31 |
175-13 |
0-14 |
0.3% |
178-02 |
| High |
175-26 |
176-15 |
0-21 |
0.4% |
178-13 |
| Low |
174-06 |
174-21 |
0-15 |
0.3% |
173-16 |
| Close |
175-23 |
176-11 |
0-20 |
0.4% |
174-25 |
| Range |
1-20 |
1-26 |
0-06 |
11.5% |
4-29 |
| ATR |
1-12 |
1-13 |
0-01 |
2.2% |
0-00 |
| Volume |
445,368 |
352,263 |
-93,105 |
-20.9% |
2,101,342 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-08 |
180-20 |
177-11 |
|
| R3 |
179-14 |
178-26 |
176-27 |
|
| R2 |
177-20 |
177-20 |
176-22 |
|
| R1 |
177-00 |
177-00 |
176-16 |
177-10 |
| PP |
175-26 |
175-26 |
175-26 |
176-00 |
| S1 |
175-06 |
175-06 |
176-06 |
175-16 |
| S2 |
174-00 |
174-00 |
176-00 |
|
| S3 |
172-06 |
173-12 |
175-27 |
|
| S4 |
170-12 |
171-18 |
175-11 |
|
|
| 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 |
184-06 |
|
2.618 |
181-07 |
|
1.618 |
179-13 |
|
1.000 |
178-09 |
|
0.618 |
177-19 |
|
HIGH |
176-15 |
|
0.618 |
175-25 |
|
0.500 |
175-18 |
|
0.382 |
175-11 |
|
LOW |
174-21 |
|
0.618 |
173-17 |
|
1.000 |
172-27 |
|
1.618 |
171-23 |
|
2.618 |
169-29 |
|
4.250 |
166-31 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-03 |
175-29 |
| PP |
175-26 |
175-14 |
| S1 |
175-18 |
175-00 |
|