ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
173-24 |
174-03 |
0-11 |
0.2% |
175-22 |
| High |
174-12 |
174-14 |
0-02 |
0.0% |
175-25 |
| Low |
173-11 |
174-00 |
0-21 |
0.4% |
173-10 |
| Close |
174-01 |
174-12 |
0-11 |
0.2% |
174-01 |
| Range |
1-01 |
0-14 |
-0-19 |
-57.6% |
2-15 |
| ATR |
1-08 |
1-06 |
-0-02 |
-4.7% |
0-00 |
| Volume |
314,066 |
63,664 |
-250,402 |
-79.7% |
1,851,837 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-19 |
175-13 |
174-20 |
|
| R3 |
175-05 |
174-31 |
174-16 |
|
| R2 |
174-23 |
174-23 |
174-15 |
|
| R1 |
174-17 |
174-17 |
174-13 |
174-20 |
| PP |
174-09 |
174-09 |
174-09 |
174-10 |
| S1 |
174-03 |
174-03 |
174-11 |
174-06 |
| S2 |
173-27 |
173-27 |
174-09 |
|
| S3 |
173-13 |
173-21 |
174-08 |
|
| S4 |
172-31 |
173-07 |
174-04 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-25 |
180-12 |
175-12 |
|
| R3 |
179-10 |
177-29 |
174-23 |
|
| R2 |
176-27 |
176-27 |
174-15 |
|
| R1 |
175-14 |
175-14 |
174-08 |
174-29 |
| PP |
174-12 |
174-12 |
174-12 |
174-04 |
| S1 |
172-31 |
172-31 |
173-26 |
172-14 |
| S2 |
171-29 |
171-29 |
173-19 |
|
| S3 |
169-14 |
170-16 |
173-11 |
|
| S4 |
166-31 |
168-01 |
172-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-10 |
|
2.618 |
175-19 |
|
1.618 |
175-05 |
|
1.000 |
174-28 |
|
0.618 |
174-23 |
|
HIGH |
174-14 |
|
0.618 |
174-09 |
|
0.500 |
174-07 |
|
0.382 |
174-05 |
|
LOW |
174-00 |
|
0.618 |
173-23 |
|
1.000 |
173-18 |
|
1.618 |
173-09 |
|
2.618 |
172-27 |
|
4.250 |
172-04 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-10 |
174-07 |
| PP |
174-09 |
174-02 |
| S1 |
174-07 |
173-29 |
|