ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
177-06 |
177-16 |
0-10 |
0.2% |
174-31 |
| High |
178-17 |
177-24 |
-0-25 |
-0.4% |
178-17 |
| Low |
176-25 |
175-08 |
-1-17 |
-0.9% |
174-06 |
| Close |
177-28 |
175-12 |
-2-16 |
-1.4% |
175-12 |
| Range |
1-24 |
2-16 |
0-24 |
42.9% |
4-11 |
| ATR |
1-14 |
1-17 |
0-03 |
5.9% |
0-00 |
| Volume |
341,771 |
374,459 |
32,688 |
9.6% |
1,821,732 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-20 |
182-00 |
176-24 |
|
| R3 |
181-04 |
179-16 |
176-02 |
|
| R2 |
178-20 |
178-20 |
175-27 |
|
| R1 |
177-00 |
177-00 |
175-19 |
176-18 |
| PP |
176-04 |
176-04 |
176-04 |
175-29 |
| S1 |
174-16 |
174-16 |
175-05 |
174-02 |
| S2 |
173-20 |
173-20 |
174-29 |
|
| S3 |
171-04 |
172-00 |
174-22 |
|
| S4 |
168-20 |
169-16 |
174-00 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189-02 |
186-18 |
177-24 |
|
| R3 |
184-23 |
182-07 |
176-18 |
|
| R2 |
180-12 |
180-12 |
176-05 |
|
| R1 |
177-28 |
177-28 |
175-25 |
179-04 |
| PP |
176-01 |
176-01 |
176-01 |
176-21 |
| S1 |
173-17 |
173-17 |
174-31 |
174-25 |
| S2 |
171-22 |
171-22 |
174-19 |
|
| S3 |
167-11 |
169-06 |
174-06 |
|
| S4 |
163-00 |
164-27 |
173-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
188-12 |
|
2.618 |
184-09 |
|
1.618 |
181-25 |
|
1.000 |
180-08 |
|
0.618 |
179-09 |
|
HIGH |
177-24 |
|
0.618 |
176-25 |
|
0.500 |
176-16 |
|
0.382 |
176-07 |
|
LOW |
175-08 |
|
0.618 |
173-23 |
|
1.000 |
172-24 |
|
1.618 |
171-07 |
|
2.618 |
168-23 |
|
4.250 |
164-20 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-16 |
176-29 |
| PP |
176-04 |
176-12 |
| S1 |
175-24 |
175-28 |
|