ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
175-23 |
176-12 |
0-21 |
0.4% |
175-13 |
| High |
176-15 |
176-22 |
0-07 |
0.1% |
177-00 |
| Low |
175-00 |
175-26 |
0-26 |
0.5% |
175-00 |
| Close |
176-08 |
176-19 |
0-11 |
0.2% |
176-19 |
| Range |
1-15 |
0-28 |
-0-19 |
-40.4% |
2-00 |
| ATR |
1-17 |
1-16 |
-0-02 |
-3.1% |
0-00 |
| Volume |
340,645 |
235,094 |
-105,551 |
-31.0% |
1,215,440 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-00 |
178-21 |
177-02 |
|
| R3 |
178-04 |
177-25 |
176-27 |
|
| R2 |
177-08 |
177-08 |
176-24 |
|
| R1 |
176-29 |
176-29 |
176-22 |
177-03 |
| PP |
176-12 |
176-12 |
176-12 |
176-14 |
| S1 |
176-01 |
176-01 |
176-16 |
176-07 |
| S2 |
175-16 |
175-16 |
176-14 |
|
| S3 |
174-20 |
175-05 |
176-11 |
|
| S4 |
173-24 |
174-09 |
176-04 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-06 |
181-13 |
177-22 |
|
| R3 |
180-06 |
179-13 |
177-05 |
|
| R2 |
178-06 |
178-06 |
176-31 |
|
| R1 |
177-13 |
177-13 |
176-25 |
177-26 |
| PP |
176-06 |
176-06 |
176-06 |
176-13 |
| S1 |
175-13 |
175-13 |
176-13 |
175-26 |
| S2 |
174-06 |
174-06 |
176-07 |
|
| S3 |
172-06 |
173-13 |
176-01 |
|
| S4 |
170-06 |
171-13 |
175-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-13 |
|
2.618 |
178-31 |
|
1.618 |
178-03 |
|
1.000 |
177-18 |
|
0.618 |
177-07 |
|
HIGH |
176-22 |
|
0.618 |
176-11 |
|
0.500 |
176-08 |
|
0.382 |
176-05 |
|
LOW |
175-26 |
|
0.618 |
175-09 |
|
1.000 |
174-30 |
|
1.618 |
174-13 |
|
2.618 |
173-17 |
|
4.250 |
172-03 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-15 |
176-13 |
| PP |
176-12 |
176-06 |
| S1 |
176-08 |
176-00 |
|