ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
176-19 |
176-14 |
-0-05 |
-0.1% |
175-13 |
| High |
176-24 |
177-04 |
0-12 |
0.2% |
177-00 |
| Low |
176-03 |
175-28 |
-0-07 |
-0.1% |
175-00 |
| Close |
176-16 |
176-07 |
-0-09 |
-0.2% |
176-19 |
| Range |
0-21 |
1-08 |
0-19 |
90.5% |
2-00 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.7% |
0-00 |
| Volume |
275,159 |
291,617 |
16,458 |
6.0% |
1,215,440 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-05 |
179-14 |
176-29 |
|
| R3 |
178-29 |
178-06 |
176-18 |
|
| R2 |
177-21 |
177-21 |
176-14 |
|
| R1 |
176-30 |
176-30 |
176-11 |
176-22 |
| PP |
176-13 |
176-13 |
176-13 |
176-09 |
| S1 |
175-22 |
175-22 |
176-03 |
175-14 |
| S2 |
175-05 |
175-05 |
176-00 |
|
| S3 |
173-29 |
174-14 |
175-28 |
|
| S4 |
172-21 |
173-06 |
175-17 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-06 |
181-13 |
177-22 |
|
| R3 |
180-06 |
179-13 |
177-05 |
|
| R2 |
178-06 |
178-06 |
176-31 |
|
| R1 |
177-13 |
177-13 |
176-25 |
177-26 |
| PP |
176-06 |
176-06 |
176-06 |
176-13 |
| S1 |
175-13 |
175-13 |
176-13 |
175-26 |
| S2 |
174-06 |
174-06 |
176-07 |
|
| S3 |
172-06 |
173-13 |
176-01 |
|
| S4 |
170-06 |
171-13 |
175-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182-14 |
|
2.618 |
180-13 |
|
1.618 |
179-05 |
|
1.000 |
178-12 |
|
0.618 |
177-29 |
|
HIGH |
177-04 |
|
0.618 |
176-21 |
|
0.500 |
176-16 |
|
0.382 |
176-11 |
|
LOW |
175-28 |
|
0.618 |
175-03 |
|
1.000 |
174-20 |
|
1.618 |
173-27 |
|
2.618 |
172-19 |
|
4.250 |
170-18 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-16 |
176-16 |
| PP |
176-13 |
176-13 |
| S1 |
176-10 |
176-10 |
|