ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
165-31 |
165-04 |
-0-27 |
-0.5% |
162-14 |
| High |
167-04 |
165-23 |
-1-13 |
-0.8% |
164-00 |
| Low |
165-03 |
163-11 |
-1-24 |
-1.1% |
161-06 |
| Close |
165-13 |
164-01 |
-1-12 |
-0.8% |
163-26 |
| Range |
2-01 |
2-12 |
0-11 |
16.9% |
2-26 |
| ATR |
1-16 |
1-18 |
0-02 |
4.3% |
0-00 |
| Volume |
489,314 |
454,086 |
-35,228 |
-7.2% |
1,665,357 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-16 |
170-04 |
165-11 |
|
| R3 |
169-04 |
167-24 |
164-22 |
|
| R2 |
166-24 |
166-24 |
164-15 |
|
| R1 |
165-12 |
165-12 |
164-08 |
164-28 |
| PP |
164-12 |
164-12 |
164-12 |
164-04 |
| S1 |
163-00 |
163-00 |
163-26 |
162-16 |
| S2 |
162-00 |
162-00 |
163-19 |
|
| S3 |
159-20 |
160-20 |
163-12 |
|
| S4 |
157-08 |
158-08 |
162-23 |
|
|
| 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 |
167-04 |
162-25 |
4-11 |
2.6% |
1-26 |
1.1% |
29% |
False |
False |
404,606 |
| 10 |
167-04 |
161-06 |
5-30 |
3.6% |
1-21 |
1.0% |
48% |
False |
False |
380,488 |
| 20 |
167-04 |
158-18 |
8-18 |
5.2% |
1-12 |
0.8% |
64% |
False |
False |
348,817 |
| 40 |
167-04 |
155-16 |
11-20 |
7.1% |
1-12 |
0.8% |
73% |
False |
False |
383,722 |
| 60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-09 |
0.8% |
77% |
False |
False |
267,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-26 |
|
2.618 |
171-30 |
|
1.618 |
169-18 |
|
1.000 |
168-03 |
|
0.618 |
167-06 |
|
HIGH |
165-23 |
|
0.618 |
164-26 |
|
0.500 |
164-17 |
|
0.382 |
164-08 |
|
LOW |
163-11 |
|
0.618 |
161-28 |
|
1.000 |
160-31 |
|
1.618 |
159-16 |
|
2.618 |
157-04 |
|
4.250 |
153-08 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-17 |
165-08 |
| PP |
164-12 |
164-27 |
| S1 |
164-06 |
164-14 |
|