ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
160-17 |
161-01 |
0-16 |
0.3% |
158-30 |
| High |
161-08 |
162-22 |
1-14 |
0.9% |
161-08 |
| Low |
160-13 |
160-19 |
0-06 |
0.1% |
158-27 |
| Close |
160-29 |
162-03 |
1-06 |
0.7% |
160-29 |
| Range |
0-27 |
2-03 |
1-08 |
148.2% |
2-13 |
| ATR |
1-08 |
1-10 |
0-02 |
4.9% |
0-00 |
| Volume |
302,925 |
408,340 |
105,415 |
34.8% |
1,503,615 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-02 |
167-06 |
163-08 |
|
| R3 |
165-31 |
165-03 |
162-21 |
|
| R2 |
163-28 |
163-28 |
162-15 |
|
| R1 |
163-00 |
163-00 |
162-09 |
163-14 |
| PP |
161-25 |
161-25 |
161-25 |
162-01 |
| S1 |
160-29 |
160-29 |
161-29 |
161-11 |
| S2 |
159-22 |
159-22 |
161-23 |
|
| S3 |
157-19 |
158-26 |
161-17 |
|
| S4 |
155-16 |
156-23 |
160-30 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-18 |
166-20 |
162-07 |
|
| R3 |
165-05 |
164-07 |
161-18 |
|
| R2 |
162-24 |
162-24 |
161-11 |
|
| R1 |
161-26 |
161-26 |
161-04 |
162-09 |
| PP |
160-11 |
160-11 |
160-11 |
160-18 |
| S1 |
159-13 |
159-13 |
160-22 |
159-28 |
| S2 |
157-30 |
157-30 |
160-15 |
|
| S3 |
155-17 |
157-00 |
160-08 |
|
| S4 |
153-04 |
154-19 |
159-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-22 |
159-15 |
3-07 |
2.0% |
1-02 |
0.7% |
82% |
True |
False |
330,684 |
| 10 |
162-22 |
158-18 |
4-04 |
2.5% |
1-03 |
0.7% |
86% |
True |
False |
305,919 |
| 20 |
163-02 |
157-05 |
5-29 |
3.6% |
1-13 |
0.9% |
84% |
False |
False |
364,820 |
| 40 |
163-02 |
153-28 |
9-06 |
5.7% |
1-06 |
0.7% |
89% |
False |
False |
295,508 |
| 60 |
163-02 |
153-28 |
9-06 |
5.7% |
1-06 |
0.7% |
89% |
False |
False |
197,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-19 |
|
2.618 |
168-05 |
|
1.618 |
166-02 |
|
1.000 |
164-25 |
|
0.618 |
163-31 |
|
HIGH |
162-22 |
|
0.618 |
161-28 |
|
0.500 |
161-21 |
|
0.382 |
161-13 |
|
LOW |
160-19 |
|
0.618 |
159-10 |
|
1.000 |
158-16 |
|
1.618 |
157-07 |
|
2.618 |
155-04 |
|
4.250 |
151-22 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-30 |
161-27 |
| PP |
161-25 |
161-18 |
| S1 |
161-21 |
161-10 |
|