ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
177-02 |
177-03 |
0-01 |
0.0% |
176-02 |
| High |
177-12 |
177-09 |
-0-03 |
-0.1% |
177-09 |
| Low |
176-27 |
175-14 |
-1-13 |
-0.8% |
175-30 |
| Close |
177-07 |
176-09 |
-0-30 |
-0.5% |
177-01 |
| Range |
0-17 |
1-27 |
1-10 |
247.1% |
1-11 |
| ATR |
1-03 |
1-05 |
0-02 |
4.9% |
0-00 |
| Volume |
226,494 |
528,478 |
301,984 |
133.3% |
1,317,721 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-28 |
180-29 |
177-09 |
|
| R3 |
180-01 |
179-02 |
176-25 |
|
| R2 |
178-06 |
178-06 |
176-20 |
|
| R1 |
177-07 |
177-07 |
176-14 |
176-25 |
| PP |
176-11 |
176-11 |
176-11 |
176-04 |
| S1 |
175-12 |
175-12 |
176-04 |
174-30 |
| S2 |
174-16 |
174-16 |
175-30 |
|
| S3 |
172-21 |
173-17 |
175-25 |
|
| S4 |
170-26 |
171-22 |
175-09 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-25 |
180-08 |
177-25 |
|
| R3 |
179-14 |
178-29 |
177-13 |
|
| R2 |
178-03 |
178-03 |
177-09 |
|
| R1 |
177-18 |
177-18 |
177-05 |
177-27 |
| PP |
176-24 |
176-24 |
176-24 |
176-28 |
| S1 |
176-07 |
176-07 |
176-29 |
176-16 |
| S2 |
175-13 |
175-13 |
176-25 |
|
| S3 |
174-02 |
174-28 |
176-21 |
|
| S4 |
172-23 |
173-17 |
176-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
185-04 |
|
2.618 |
182-03 |
|
1.618 |
180-08 |
|
1.000 |
179-04 |
|
0.618 |
178-13 |
|
HIGH |
177-09 |
|
0.618 |
176-18 |
|
0.500 |
176-12 |
|
0.382 |
176-05 |
|
LOW |
175-14 |
|
0.618 |
174-10 |
|
1.000 |
173-19 |
|
1.618 |
172-15 |
|
2.618 |
170-20 |
|
4.250 |
167-19 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
176-12 |
176-13 |
| PP |
176-11 |
176-12 |
| S1 |
176-10 |
176-10 |
|