ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
178-09 |
177-17 |
-0-24 |
-0.4% |
178-10 |
High |
178-09 |
178-15 |
0-06 |
0.1% |
178-27 |
Low |
177-26 |
177-17 |
-0-09 |
-0.2% |
177-17 |
Close |
178-09 |
178-01 |
-0-08 |
-0.1% |
177-17 |
Range |
0-15 |
0-30 |
0-15 |
100.0% |
1-10 |
ATR |
|
|
|
|
|
Volume |
4,289 |
5,970 |
1,681 |
39.2% |
76 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-26 |
180-12 |
178-18 |
|
R3 |
179-28 |
179-14 |
178-09 |
|
R2 |
178-30 |
178-30 |
178-07 |
|
R1 |
178-16 |
178-16 |
178-04 |
178-23 |
PP |
178-00 |
178-00 |
178-00 |
178-04 |
S1 |
177-18 |
177-18 |
177-30 |
177-25 |
S2 |
177-02 |
177-02 |
177-28 |
|
S3 |
176-04 |
176-20 |
177-25 |
|
S4 |
175-06 |
175-22 |
177-17 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-29 |
181-01 |
178-08 |
|
R3 |
180-19 |
179-23 |
177-29 |
|
R2 |
179-09 |
179-09 |
177-25 |
|
R1 |
178-13 |
178-13 |
177-21 |
178-06 |
PP |
177-31 |
177-31 |
177-31 |
177-28 |
S1 |
177-03 |
177-03 |
177-13 |
176-28 |
S2 |
176-21 |
176-21 |
177-09 |
|
S3 |
175-11 |
175-25 |
177-05 |
|
S4 |
174-01 |
174-15 |
176-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-15 |
2.618 |
180-30 |
1.618 |
180-00 |
1.000 |
179-13 |
0.618 |
179-02 |
HIGH |
178-15 |
0.618 |
178-04 |
0.500 |
178-00 |
0.382 |
177-28 |
LOW |
177-17 |
0.618 |
176-30 |
1.000 |
176-19 |
1.618 |
176-00 |
2.618 |
175-02 |
4.250 |
173-18 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
178-01 |
178-05 |
PP |
178-00 |
178-03 |
S1 |
178-00 |
178-02 |
|