ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
173-09 |
174-03 |
0-26 |
0.5% |
176-08 |
| High |
174-00 |
175-06 |
1-06 |
0.7% |
176-08 |
| Low |
172-30 |
174-03 |
1-05 |
0.7% |
172-30 |
| Close |
173-27 |
174-29 |
1-02 |
0.6% |
173-27 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
3-10 |
| ATR |
1-02 |
1-03 |
0-01 |
1.9% |
0-00 |
| Volume |
537 |
653 |
116 |
21.6% |
4,472 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-00 |
177-18 |
175-16 |
|
| R3 |
176-29 |
176-15 |
175-07 |
|
| R2 |
175-26 |
175-26 |
175-03 |
|
| R1 |
175-12 |
175-12 |
175-00 |
175-19 |
| PP |
174-23 |
174-23 |
174-23 |
174-27 |
| S1 |
174-09 |
174-09 |
174-26 |
174-16 |
| S2 |
173-20 |
173-20 |
174-23 |
|
| S3 |
172-17 |
173-06 |
174-19 |
|
| S4 |
171-14 |
172-03 |
174-10 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-09 |
182-12 |
175-21 |
|
| R3 |
180-31 |
179-02 |
174-24 |
|
| R2 |
177-21 |
177-21 |
174-14 |
|
| R1 |
175-24 |
175-24 |
174-05 |
175-02 |
| PP |
174-11 |
174-11 |
174-11 |
174-00 |
| S1 |
172-14 |
172-14 |
173-17 |
171-24 |
| S2 |
171-01 |
171-01 |
173-08 |
|
| S3 |
167-23 |
169-04 |
172-30 |
|
| S4 |
164-13 |
165-26 |
172-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-27 |
|
2.618 |
178-02 |
|
1.618 |
176-31 |
|
1.000 |
176-09 |
|
0.618 |
175-28 |
|
HIGH |
175-06 |
|
0.618 |
174-25 |
|
0.500 |
174-21 |
|
0.382 |
174-16 |
|
LOW |
174-03 |
|
0.618 |
173-13 |
|
1.000 |
173-00 |
|
1.618 |
172-10 |
|
2.618 |
171-07 |
|
4.250 |
169-14 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-26 |
174-20 |
| PP |
174-23 |
174-11 |
| S1 |
174-21 |
174-02 |
|