ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
176-03 |
176-07 |
0-04 |
0.1% |
177-04 |
| High |
176-18 |
177-00 |
0-14 |
0.2% |
177-12 |
| Low |
175-08 |
175-19 |
0-11 |
0.2% |
175-08 |
| Close |
176-11 |
175-29 |
-0-14 |
-0.2% |
175-29 |
| Range |
1-10 |
1-13 |
0-03 |
7.1% |
2-04 |
| ATR |
1-05 |
1-06 |
0-01 |
1.5% |
0-00 |
| Volume |
391,877 |
406,421 |
14,544 |
3.7% |
1,724,712 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-12 |
179-18 |
176-22 |
|
| R3 |
178-31 |
178-05 |
176-09 |
|
| R2 |
177-18 |
177-18 |
176-05 |
|
| R1 |
176-24 |
176-24 |
176-01 |
176-15 |
| PP |
176-05 |
176-05 |
176-05 |
176-01 |
| S1 |
175-11 |
175-11 |
175-25 |
175-02 |
| S2 |
174-24 |
174-24 |
175-21 |
|
| S3 |
173-11 |
173-30 |
175-17 |
|
| S4 |
171-30 |
172-17 |
175-04 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-18 |
181-11 |
177-02 |
|
| R3 |
180-14 |
179-07 |
176-16 |
|
| R2 |
178-10 |
178-10 |
176-09 |
|
| R1 |
177-03 |
177-03 |
176-03 |
176-21 |
| PP |
176-06 |
176-06 |
176-06 |
175-30 |
| S1 |
174-31 |
174-31 |
175-23 |
174-17 |
| S2 |
174-02 |
174-02 |
175-17 |
|
| S3 |
171-30 |
172-27 |
175-10 |
|
| S4 |
169-26 |
170-23 |
174-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182-31 |
|
2.618 |
180-22 |
|
1.618 |
179-09 |
|
1.000 |
178-13 |
|
0.618 |
177-28 |
|
HIGH |
177-00 |
|
0.618 |
176-15 |
|
0.500 |
176-10 |
|
0.382 |
176-04 |
|
LOW |
175-19 |
|
0.618 |
174-23 |
|
1.000 |
174-06 |
|
1.618 |
173-10 |
|
2.618 |
171-29 |
|
4.250 |
169-20 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-10 |
176-09 |
| PP |
176-05 |
176-05 |
| S1 |
176-01 |
176-01 |
|