ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
176-16 |
176-19 |
0-03 |
0.1% |
176-20 |
High |
176-31 |
177-00 |
0-01 |
0.0% |
177-14 |
Low |
175-30 |
176-12 |
0-14 |
0.2% |
175-28 |
Close |
176-15 |
176-31 |
0-16 |
0.3% |
176-00 |
Range |
1-01 |
0-20 |
-0-13 |
-39.4% |
1-18 |
ATR |
1-09 |
1-07 |
-0-01 |
-3.6% |
0-00 |
Volume |
274,683 |
299,945 |
25,262 |
9.2% |
1,308,649 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-21 |
178-14 |
177-10 |
|
R3 |
178-01 |
177-26 |
177-05 |
|
R2 |
177-13 |
177-13 |
177-03 |
|
R1 |
177-06 |
177-06 |
177-01 |
177-10 |
PP |
176-25 |
176-25 |
176-25 |
176-27 |
S1 |
176-18 |
176-18 |
176-29 |
176-22 |
S2 |
176-05 |
176-05 |
176-27 |
|
S3 |
175-17 |
175-30 |
176-26 |
|
S4 |
174-29 |
175-10 |
176-20 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-04 |
180-04 |
176-28 |
|
R3 |
179-18 |
178-18 |
176-14 |
|
R2 |
178-00 |
178-00 |
176-09 |
|
R1 |
177-00 |
177-00 |
176-05 |
176-23 |
PP |
176-14 |
176-14 |
176-14 |
176-10 |
S1 |
175-14 |
175-14 |
175-27 |
175-05 |
S2 |
174-28 |
174-28 |
175-23 |
|
S3 |
173-10 |
173-28 |
175-18 |
|
S4 |
171-24 |
172-10 |
175-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-21 |
2.618 |
178-20 |
1.618 |
178-00 |
1.000 |
177-20 |
0.618 |
177-12 |
HIGH |
177-00 |
0.618 |
176-24 |
0.500 |
176-22 |
0.382 |
176-20 |
LOW |
176-12 |
0.618 |
176-00 |
1.000 |
175-24 |
1.618 |
175-12 |
2.618 |
174-24 |
4.250 |
173-23 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
176-28 |
176-26 |
PP |
176-25 |
176-20 |
S1 |
176-22 |
176-15 |
|