ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
164-04 |
163-26 |
-0-10 |
-0.2% |
163-31 |
| High |
165-12 |
165-03 |
-0-09 |
-0.2% |
167-04 |
| Low |
163-23 |
163-24 |
0-01 |
0.0% |
163-09 |
| Close |
164-04 |
165-00 |
0-28 |
0.5% |
164-01 |
| Range |
1-21 |
1-11 |
-0-10 |
-18.9% |
3-27 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.9% |
0-00 |
| Volume |
246,951 |
287,686 |
40,735 |
16.5% |
2,009,212 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-21 |
168-05 |
165-24 |
|
| R3 |
167-10 |
166-26 |
165-12 |
|
| R2 |
165-31 |
165-31 |
165-08 |
|
| R1 |
165-15 |
165-15 |
165-04 |
165-23 |
| PP |
164-20 |
164-20 |
164-20 |
164-24 |
| S1 |
164-04 |
164-04 |
164-28 |
164-12 |
| S2 |
163-09 |
163-09 |
164-24 |
|
| S3 |
161-30 |
162-25 |
164-20 |
|
| S4 |
160-19 |
161-14 |
164-08 |
|
|
| 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 |
165-23 |
163-09 |
2-14 |
1.5% |
1-19 |
1.0% |
71% |
False |
False |
309,377 |
| 10 |
167-04 |
161-08 |
5-28 |
3.6% |
1-20 |
1.0% |
64% |
False |
False |
343,638 |
| 20 |
167-04 |
159-15 |
7-21 |
4.6% |
1-14 |
0.9% |
72% |
False |
False |
349,404 |
| 40 |
167-04 |
155-16 |
11-20 |
7.0% |
1-13 |
0.9% |
82% |
False |
False |
351,780 |
| 60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-10 |
0.8% |
84% |
False |
False |
285,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-26 |
|
2.618 |
168-20 |
|
1.618 |
167-09 |
|
1.000 |
166-14 |
|
0.618 |
165-30 |
|
HIGH |
165-03 |
|
0.618 |
164-19 |
|
0.500 |
164-14 |
|
0.382 |
164-08 |
|
LOW |
163-24 |
|
0.618 |
162-29 |
|
1.000 |
162-13 |
|
1.618 |
161-18 |
|
2.618 |
160-07 |
|
4.250 |
158-01 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-26 |
164-26 |
| PP |
164-20 |
164-19 |
| S1 |
164-14 |
164-13 |
|