ECBOT 30 Year Treasury Bond Future September 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Sep-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Sep-2020 | 21-Sep-2020 | Change | Change % | Previous Week |  
                        | Open | 178-05 | 178-01 | -0-04 | -0.1% | 178-04 |  
                        | High | 178-16 | 178-29 | 0-13 | 0.2% | 179-03 |  
                        | Low | 177-20 | 177-28 | 0-08 | 0.1% | 177-20 |  
                        | Close | 177-21 | 178-09 | 0-20 | 0.4% | 177-21 |  
                        | Range | 0-28 | 1-01 | 0-05 | 17.9% | 1-15 |  
                        | ATR | 1-10 | 1-10 | 0-00 | -0.3% | 0-00 |  
                        | Volume | 262 | 107 | -155 | -59.2% | 5,032 |  | 
    
| 
        
            | Daily Pivots for day following 21-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 181-14 | 180-29 | 178-27 |  |  
                | R3 | 180-13 | 179-28 | 178-18 |  |  
                | R2 | 179-12 | 179-12 | 178-15 |  |  
                | R1 | 178-27 | 178-27 | 178-12 | 179-04 |  
                | PP | 178-11 | 178-11 | 178-11 | 178-16 |  
                | S1 | 177-26 | 177-26 | 178-06 | 178-03 |  
                | S2 | 177-10 | 177-10 | 178-03 |  |  
                | S3 | 176-09 | 176-25 | 178-00 |  |  
                | S4 | 175-08 | 175-24 | 177-23 |  |  | 
        
            | Weekly Pivots for week ending 18-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 182-17 | 181-18 | 178-15 |  |  
                | R3 | 181-02 | 180-03 | 178-02 |  |  
                | R2 | 179-19 | 179-19 | 177-30 |  |  
                | R1 | 178-20 | 178-20 | 177-25 | 178-12 |  
                | PP | 178-04 | 178-04 | 178-04 | 178-00 |  
                | S1 | 177-05 | 177-05 | 177-17 | 176-29 |  
                | S2 | 176-21 | 176-21 | 177-12 |  |  
                | S3 | 175-06 | 175-22 | 177-08 |  |  
                | S4 | 173-23 | 174-07 | 176-27 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 179-03 | 177-20 | 1-15 | 0.8% | 0-31 | 0.5% | 45% | False | False | 965 |  
                | 10 | 179-03 | 176-23 | 2-12 | 1.3% | 1-02 | 0.6% | 66% | False | False | 881 |  
                | 20 | 180-06 | 175-05 | 5-01 | 2.8% | 1-13 | 0.8% | 62% | False | False | 138,945 |  
                | 40 | 183-06 | 175-05 | 8-01 | 4.5% | 1-12 | 0.8% | 39% | False | False | 213,927 |  
                | 60 | 183-06 | 175-05 | 8-01 | 4.5% | 1-09 | 0.7% | 39% | False | False | 218,875 |  
                | 80 | 183-06 | 170-30 | 12-08 | 6.9% | 1-13 | 0.8% | 60% | False | False | 230,685 |  
                | 100 | 183-06 | 170-30 | 12-08 | 6.9% | 1-14 | 0.8% | 60% | False | False | 203,201 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 183-09 |  
            | 2.618 | 181-19 |  
            | 1.618 | 180-18 |  
            | 1.000 | 179-30 |  
            | 0.618 | 179-17 |  
            | HIGH | 178-29 |  
            | 0.618 | 178-16 |  
            | 0.500 | 178-13 |  
            | 0.382 | 178-09 |  
            | LOW | 177-28 |  
            | 0.618 | 177-08 |  
            | 1.000 | 176-27 |  
            | 1.618 | 176-07 |  
            | 2.618 | 175-06 |  
            | 4.250 | 173-16 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Sep-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 178-13 | 178-12 |  
                                | PP | 178-11 | 178-11 |  
                                | S1 | 178-10 | 178-10 |  |