ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
163-21 |
162-14 |
-1-07 |
-0.7% |
161-01 |
| High |
163-22 |
163-07 |
-0-15 |
-0.3% |
164-30 |
| Low |
162-13 |
162-09 |
-0-04 |
-0.1% |
160-19 |
| Close |
162-20 |
162-16 |
-0-04 |
-0.1% |
162-20 |
| Range |
1-09 |
0-30 |
-0-11 |
-26.8% |
4-11 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
289,713 |
255,146 |
-34,567 |
-11.9% |
1,533,807 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-15 |
164-30 |
163-00 |
|
| R3 |
164-17 |
164-00 |
162-24 |
|
| R2 |
163-19 |
163-19 |
162-22 |
|
| R1 |
163-02 |
163-02 |
162-19 |
163-11 |
| PP |
162-21 |
162-21 |
162-21 |
162-26 |
| S1 |
162-04 |
162-04 |
162-13 |
162-13 |
| S2 |
161-23 |
161-23 |
162-10 |
|
| S3 |
160-25 |
161-06 |
162-08 |
|
| S4 |
159-27 |
160-08 |
162-00 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-24 |
173-17 |
165-00 |
|
| R3 |
171-13 |
169-06 |
163-26 |
|
| R2 |
167-02 |
167-02 |
163-13 |
|
| R1 |
164-27 |
164-27 |
163-01 |
165-30 |
| PP |
162-23 |
162-23 |
162-23 |
163-09 |
| S1 |
160-16 |
160-16 |
162-07 |
161-20 |
| S2 |
158-12 |
158-12 |
161-27 |
|
| S3 |
154-01 |
156-05 |
161-14 |
|
| S4 |
149-22 |
151-26 |
160-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-30 |
160-19 |
4-11 |
2.7% |
1-16 |
0.9% |
44% |
False |
False |
357,790 |
| 10 |
164-30 |
158-27 |
6-03 |
3.7% |
1-07 |
0.7% |
60% |
False |
False |
329,256 |
| 20 |
164-30 |
157-12 |
7-18 |
4.7% |
1-13 |
0.9% |
68% |
False |
False |
357,733 |
| 40 |
164-30 |
154-08 |
10-22 |
6.6% |
1-07 |
0.7% |
77% |
False |
False |
329,706 |
| 60 |
164-30 |
153-28 |
11-02 |
6.8% |
1-06 |
0.7% |
78% |
False |
False |
220,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-07 |
|
2.618 |
165-22 |
|
1.618 |
164-24 |
|
1.000 |
164-05 |
|
0.618 |
163-26 |
|
HIGH |
163-07 |
|
0.618 |
162-28 |
|
0.500 |
162-24 |
|
0.382 |
162-20 |
|
LOW |
162-09 |
|
0.618 |
161-22 |
|
1.000 |
161-11 |
|
1.618 |
160-24 |
|
2.618 |
159-26 |
|
4.250 |
158-10 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
163-20 |
| PP |
162-21 |
163-08 |
| S1 |
162-19 |
162-28 |
|