ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
175-13 |
176-12 |
0-31 |
0.6% |
178-02 |
High |
176-15 |
177-11 |
0-28 |
0.5% |
178-13 |
Low |
174-21 |
175-28 |
1-07 |
0.7% |
173-16 |
Close |
176-11 |
177-07 |
0-28 |
0.5% |
174-25 |
Range |
1-26 |
1-15 |
-0-11 |
-19.0% |
4-29 |
ATR |
1-13 |
1-13 |
0-00 |
0.3% |
0-00 |
Volume |
352,263 |
307,871 |
-44,392 |
-12.6% |
2,101,342 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-07 |
180-22 |
178-01 |
|
R3 |
179-24 |
179-07 |
177-20 |
|
R2 |
178-09 |
178-09 |
177-16 |
|
R1 |
177-24 |
177-24 |
177-11 |
178-01 |
PP |
176-26 |
176-26 |
176-26 |
176-30 |
S1 |
176-09 |
176-09 |
177-03 |
176-18 |
S2 |
175-11 |
175-11 |
176-30 |
|
S3 |
173-28 |
174-26 |
176-26 |
|
S4 |
172-13 |
173-11 |
176-13 |
|
|
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 |
183-19 |
2.618 |
181-06 |
1.618 |
179-23 |
1.000 |
178-26 |
0.618 |
178-08 |
HIGH |
177-11 |
0.618 |
176-25 |
0.500 |
176-20 |
0.382 |
176-14 |
LOW |
175-28 |
0.618 |
174-31 |
1.000 |
174-13 |
1.618 |
173-16 |
2.618 |
172-01 |
4.250 |
169-20 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
177-01 |
176-24 |
PP |
176-26 |
176-08 |
S1 |
176-20 |
175-25 |
|