ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
176-07 |
175-22 |
-0-17 |
-0.3% |
177-04 |
| High |
177-00 |
175-25 |
-1-07 |
-0.7% |
177-12 |
| Low |
175-19 |
173-22 |
-1-29 |
-1.1% |
175-08 |
| Close |
175-29 |
174-07 |
-1-22 |
-1.0% |
175-29 |
| Range |
1-13 |
2-03 |
0-22 |
48.9% |
2-04 |
| ATR |
1-06 |
1-08 |
0-02 |
6.3% |
0-00 |
| Volume |
406,421 |
366,137 |
-40,284 |
-9.9% |
1,724,712 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-27 |
179-20 |
175-12 |
|
| R3 |
178-24 |
177-17 |
174-25 |
|
| R2 |
176-21 |
176-21 |
174-19 |
|
| R1 |
175-14 |
175-14 |
174-13 |
175-00 |
| PP |
174-18 |
174-18 |
174-18 |
174-11 |
| S1 |
173-11 |
173-11 |
174-01 |
172-29 |
| S2 |
172-15 |
172-15 |
173-27 |
|
| S3 |
170-12 |
171-08 |
173-21 |
|
| S4 |
168-09 |
169-05 |
173-02 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-18 |
181-11 |
177-02 |
|
| R3 |
180-14 |
179-07 |
176-16 |
|
| R2 |
178-10 |
178-10 |
176-09 |
|
| R1 |
177-03 |
177-03 |
176-03 |
176-21 |
| PP |
176-06 |
176-06 |
176-06 |
175-30 |
| S1 |
174-31 |
174-31 |
175-23 |
174-17 |
| S2 |
174-02 |
174-02 |
175-17 |
|
| S3 |
171-30 |
172-27 |
175-10 |
|
| S4 |
169-26 |
170-23 |
174-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-22 |
|
2.618 |
181-08 |
|
1.618 |
179-05 |
|
1.000 |
177-28 |
|
0.618 |
177-02 |
|
HIGH |
175-25 |
|
0.618 |
174-31 |
|
0.500 |
174-24 |
|
0.382 |
174-16 |
|
LOW |
173-22 |
|
0.618 |
172-13 |
|
1.000 |
171-19 |
|
1.618 |
170-10 |
|
2.618 |
168-07 |
|
4.250 |
164-25 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-24 |
175-11 |
| PP |
174-18 |
174-31 |
| S1 |
174-13 |
174-19 |
|