ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
176-12 |
177-06 |
0-26 |
0.5% |
178-02 |
| High |
177-11 |
178-17 |
1-06 |
0.7% |
178-13 |
| Low |
175-28 |
176-25 |
0-29 |
0.5% |
173-16 |
| Close |
177-07 |
177-28 |
0-21 |
0.4% |
174-25 |
| Range |
1-15 |
1-24 |
0-09 |
19.1% |
4-29 |
| ATR |
1-13 |
1-14 |
0-01 |
1.7% |
0-00 |
| Volume |
307,871 |
341,771 |
33,900 |
11.0% |
2,101,342 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-31 |
182-06 |
178-27 |
|
| R3 |
181-07 |
180-14 |
178-11 |
|
| R2 |
179-15 |
179-15 |
178-06 |
|
| R1 |
178-22 |
178-22 |
178-01 |
179-03 |
| PP |
177-23 |
177-23 |
177-23 |
177-30 |
| S1 |
176-30 |
176-30 |
177-23 |
177-11 |
| S2 |
175-31 |
175-31 |
177-18 |
|
| S3 |
174-07 |
175-06 |
177-13 |
|
| S4 |
172-15 |
173-14 |
176-29 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-09 |
187-14 |
177-15 |
|
| R3 |
185-12 |
182-17 |
176-04 |
|
| R2 |
180-15 |
180-15 |
175-22 |
|
| R1 |
177-20 |
177-20 |
175-07 |
176-19 |
| PP |
175-18 |
175-18 |
175-18 |
175-02 |
| S1 |
172-23 |
172-23 |
174-11 |
171-22 |
| S2 |
170-21 |
170-21 |
173-28 |
|
| S3 |
165-24 |
167-26 |
173-14 |
|
| S4 |
160-27 |
162-29 |
172-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
185-31 |
|
2.618 |
183-04 |
|
1.618 |
181-12 |
|
1.000 |
180-09 |
|
0.618 |
179-20 |
|
HIGH |
178-17 |
|
0.618 |
177-28 |
|
0.500 |
177-21 |
|
0.382 |
177-14 |
|
LOW |
176-25 |
|
0.618 |
175-22 |
|
1.000 |
175-01 |
|
1.618 |
173-30 |
|
2.618 |
172-06 |
|
4.250 |
169-11 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
177-26 |
177-14 |
| PP |
177-23 |
177-01 |
| S1 |
177-21 |
176-19 |
|