ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
163-28 |
163-31 |
0-03 |
0.1% |
162-14 |
| High |
163-31 |
166-10 |
2-11 |
1.4% |
164-00 |
| Low |
163-02 |
163-26 |
0-24 |
0.5% |
161-06 |
| Close |
163-26 |
166-05 |
2-11 |
1.4% |
163-26 |
| Range |
0-29 |
2-16 |
1-19 |
175.8% |
2-26 |
| ATR |
1-12 |
1-14 |
0-03 |
5.9% |
0-00 |
| Volume |
237,028 |
507,648 |
270,620 |
114.2% |
1,665,357 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-30 |
172-01 |
167-17 |
|
| R3 |
170-14 |
169-17 |
166-27 |
|
| R2 |
167-30 |
167-30 |
166-20 |
|
| R1 |
167-01 |
167-01 |
166-12 |
167-16 |
| PP |
165-14 |
165-14 |
165-14 |
165-21 |
| S1 |
164-17 |
164-17 |
165-30 |
165-00 |
| S2 |
162-30 |
162-30 |
165-22 |
|
| S3 |
160-14 |
162-01 |
165-15 |
|
| S4 |
157-30 |
159-17 |
164-25 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-14 |
170-14 |
165-12 |
|
| R3 |
168-20 |
167-20 |
164-19 |
|
| R2 |
165-26 |
165-26 |
164-10 |
|
| R1 |
164-26 |
164-26 |
164-02 |
165-10 |
| PP |
163-00 |
163-00 |
163-00 |
163-08 |
| S1 |
162-00 |
162-00 |
163-18 |
162-16 |
| S2 |
160-06 |
160-06 |
163-10 |
|
| S3 |
157-12 |
159-06 |
163-01 |
|
| S4 |
154-18 |
156-12 |
162-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-10 |
161-06 |
5-04 |
3.1% |
1-20 |
1.0% |
97% |
True |
False |
383,571 |
| 10 |
166-10 |
160-19 |
5-23 |
3.4% |
1-18 |
0.9% |
97% |
True |
False |
370,681 |
| 20 |
166-10 |
158-18 |
7-24 |
4.7% |
1-13 |
0.8% |
98% |
True |
False |
340,604 |
| 40 |
166-10 |
155-11 |
10-31 |
6.6% |
1-10 |
0.8% |
99% |
True |
False |
375,361 |
| 60 |
166-10 |
153-28 |
12-14 |
7.5% |
1-07 |
0.7% |
99% |
True |
False |
252,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-30 |
|
2.618 |
172-27 |
|
1.618 |
170-11 |
|
1.000 |
168-26 |
|
0.618 |
167-27 |
|
HIGH |
166-10 |
|
0.618 |
165-11 |
|
0.500 |
165-02 |
|
0.382 |
164-25 |
|
LOW |
163-26 |
|
0.618 |
162-09 |
|
1.000 |
161-10 |
|
1.618 |
159-25 |
|
2.618 |
157-09 |
|
4.250 |
153-06 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
165-25 |
165-20 |
| PP |
165-14 |
165-03 |
| S1 |
165-02 |
164-18 |
|