ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
176-19 |
176-28 |
0-09 |
0.2% |
176-02 |
| High |
177-00 |
177-09 |
0-09 |
0.2% |
177-09 |
| Low |
176-12 |
176-20 |
0-08 |
0.1% |
175-30 |
| Close |
176-31 |
177-01 |
0-02 |
0.0% |
177-01 |
| Range |
0-20 |
0-21 |
0-01 |
5.0% |
1-11 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.3% |
0-00 |
| Volume |
299,945 |
222,209 |
-77,736 |
-25.9% |
1,317,721 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-30 |
178-21 |
177-13 |
|
| R3 |
178-09 |
178-00 |
177-07 |
|
| R2 |
177-20 |
177-20 |
177-05 |
|
| R1 |
177-11 |
177-11 |
177-03 |
177-16 |
| PP |
176-31 |
176-31 |
176-31 |
177-02 |
| S1 |
176-22 |
176-22 |
176-31 |
176-27 |
| S2 |
176-10 |
176-10 |
176-29 |
|
| S3 |
175-21 |
176-01 |
176-27 |
|
| S4 |
175-00 |
175-12 |
176-21 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-25 |
180-08 |
177-25 |
|
| R3 |
179-14 |
178-29 |
177-13 |
|
| R2 |
178-03 |
178-03 |
177-09 |
|
| R1 |
177-18 |
177-18 |
177-05 |
177-27 |
| PP |
176-24 |
176-24 |
176-24 |
176-28 |
| S1 |
176-07 |
176-07 |
176-29 |
176-16 |
| S2 |
175-13 |
175-13 |
176-25 |
|
| S3 |
174-02 |
174-28 |
176-21 |
|
| S4 |
172-23 |
173-17 |
176-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-02 |
|
2.618 |
179-00 |
|
1.618 |
178-11 |
|
1.000 |
177-30 |
|
0.618 |
177-22 |
|
HIGH |
177-09 |
|
0.618 |
177-01 |
|
0.500 |
176-31 |
|
0.382 |
176-28 |
|
LOW |
176-20 |
|
0.618 |
176-07 |
|
1.000 |
175-31 |
|
1.618 |
175-18 |
|
2.618 |
174-29 |
|
4.250 |
173-27 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-00 |
176-29 |
| PP |
176-31 |
176-24 |
| S1 |
176-31 |
176-20 |
|