ECBOT 30 Year Treasury Bond Future March 2021
| 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 |
177-17 |
178-05 |
0-20 |
0.4% |
178-10 |
| High |
178-15 |
178-17 |
0-02 |
0.0% |
178-27 |
| Low |
177-17 |
177-31 |
0-14 |
0.2% |
177-17 |
| Close |
178-01 |
178-17 |
0-16 |
0.3% |
177-17 |
| Range |
0-30 |
0-18 |
-0-12 |
-40.0% |
1-10 |
| ATR |
0-00 |
0-27 |
0-27 |
|
0-00 |
| Volume |
5,970 |
9 |
-5,961 |
-99.8% |
76 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-01 |
179-27 |
178-27 |
|
| R3 |
179-15 |
179-09 |
178-22 |
|
| R2 |
178-29 |
178-29 |
178-20 |
|
| R1 |
178-23 |
178-23 |
178-19 |
178-26 |
| PP |
178-11 |
178-11 |
178-11 |
178-13 |
| S1 |
178-05 |
178-05 |
178-15 |
178-08 |
| S2 |
177-25 |
177-25 |
178-14 |
|
| S3 |
177-07 |
177-19 |
178-12 |
|
| S4 |
176-21 |
177-01 |
178-07 |
|
|
| 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 |
180-30 |
|
2.618 |
180-00 |
|
1.618 |
179-14 |
|
1.000 |
179-03 |
|
0.618 |
178-28 |
|
HIGH |
178-17 |
|
0.618 |
178-10 |
|
0.500 |
178-08 |
|
0.382 |
178-06 |
|
LOW |
177-31 |
|
0.618 |
177-20 |
|
1.000 |
177-13 |
|
1.618 |
177-02 |
|
2.618 |
176-16 |
|
4.250 |
175-19 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
178-14 |
178-12 |
| PP |
178-11 |
178-06 |
| S1 |
178-08 |
178-01 |
|