ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
164-26 |
164-28 |
0-02 |
0.0% |
163-31 |
| High |
165-03 |
164-31 |
-0-04 |
-0.1% |
167-04 |
| Low |
164-02 |
163-27 |
-0-07 |
-0.1% |
163-09 |
| Close |
164-12 |
164-05 |
-0-07 |
-0.1% |
164-01 |
| Range |
1-01 |
1-04 |
0-03 |
9.1% |
3-27 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
328,498 |
332,738 |
4,240 |
1.3% |
2,009,212 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-22 |
167-02 |
164-25 |
|
| R3 |
166-18 |
165-30 |
164-15 |
|
| R2 |
165-14 |
165-14 |
164-12 |
|
| R1 |
164-26 |
164-26 |
164-08 |
164-18 |
| PP |
164-10 |
164-10 |
164-10 |
164-07 |
| S1 |
163-22 |
163-22 |
164-02 |
163-14 |
| S2 |
163-06 |
163-06 |
163-30 |
|
| S3 |
162-02 |
162-18 |
163-27 |
|
| S4 |
160-30 |
161-14 |
163-17 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-11 |
174-01 |
166-05 |
|
| R3 |
172-16 |
170-06 |
165-03 |
|
| R2 |
168-21 |
168-21 |
164-24 |
|
| R1 |
166-11 |
166-11 |
164-12 |
167-16 |
| PP |
164-26 |
164-26 |
164-26 |
165-13 |
| S1 |
162-16 |
162-16 |
163-22 |
163-21 |
| S2 |
160-31 |
160-31 |
163-10 |
|
| S3 |
157-04 |
158-21 |
162-31 |
|
| S4 |
153-09 |
154-26 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-12 |
163-14 |
1-30 |
1.2% |
1-07 |
0.7% |
37% |
False |
False |
288,185 |
| 10 |
167-04 |
163-02 |
4-02 |
2.5% |
1-18 |
1.0% |
27% |
False |
False |
344,211 |
| 20 |
167-04 |
159-30 |
7-06 |
4.4% |
1-15 |
0.9% |
59% |
False |
False |
349,346 |
| 40 |
167-04 |
155-26 |
11-10 |
6.9% |
1-14 |
0.9% |
74% |
False |
False |
354,414 |
| 60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-10 |
0.8% |
78% |
False |
False |
296,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-24 |
|
2.618 |
167-29 |
|
1.618 |
166-25 |
|
1.000 |
166-03 |
|
0.618 |
165-21 |
|
HIGH |
164-31 |
|
0.618 |
164-17 |
|
0.500 |
164-13 |
|
0.382 |
164-09 |
|
LOW |
163-27 |
|
0.618 |
163-05 |
|
1.000 |
162-23 |
|
1.618 |
162-01 |
|
2.618 |
160-29 |
|
4.250 |
159-02 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-13 |
164-14 |
| PP |
164-10 |
164-11 |
| S1 |
164-08 |
164-08 |
|