ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
165-29 |
166-01 |
0-04 |
0.1% |
164-04 |
| High |
166-14 |
167-00 |
0-18 |
0.3% |
165-12 |
| Low |
165-17 |
165-12 |
-0-05 |
-0.1% |
163-23 |
| Close |
166-00 |
166-06 |
0-06 |
0.1% |
164-23 |
| Range |
0-29 |
1-20 |
0-23 |
79.3% |
1-21 |
| ATR |
1-14 |
1-14 |
0-00 |
1.0% |
0-00 |
| Volume |
275,605 |
419,510 |
143,905 |
52.2% |
1,601,076 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-02 |
170-08 |
167-03 |
|
| R3 |
169-14 |
168-20 |
166-20 |
|
| R2 |
167-26 |
167-26 |
166-16 |
|
| R1 |
167-00 |
167-00 |
166-11 |
167-13 |
| PP |
166-06 |
166-06 |
166-06 |
166-12 |
| S1 |
165-12 |
165-12 |
166-01 |
165-25 |
| S2 |
164-18 |
164-18 |
165-28 |
|
| S3 |
162-30 |
163-24 |
165-24 |
|
| S4 |
161-10 |
162-04 |
165-09 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-18 |
168-26 |
165-20 |
|
| R3 |
167-29 |
167-05 |
165-06 |
|
| R2 |
166-08 |
166-08 |
165-01 |
|
| R1 |
165-16 |
165-16 |
164-28 |
165-28 |
| PP |
164-19 |
164-19 |
164-19 |
164-26 |
| S1 |
163-27 |
163-27 |
164-18 |
164-07 |
| S2 |
162-30 |
162-30 |
164-13 |
|
| S3 |
161-09 |
162-06 |
164-08 |
|
| S4 |
159-20 |
160-17 |
163-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-00 |
163-27 |
3-05 |
1.9% |
1-10 |
0.8% |
74% |
True |
False |
354,573 |
| 10 |
167-00 |
163-09 |
3-23 |
2.2% |
1-10 |
0.8% |
78% |
True |
False |
319,416 |
| 20 |
167-04 |
161-06 |
5-30 |
3.6% |
1-16 |
0.9% |
84% |
False |
False |
349,952 |
| 40 |
167-04 |
157-12 |
9-24 |
5.9% |
1-14 |
0.9% |
90% |
False |
False |
359,635 |
| 60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-10 |
0.8% |
93% |
False |
False |
320,931 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
93% |
False |
False |
240,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-29 |
|
2.618 |
171-08 |
|
1.618 |
169-20 |
|
1.000 |
168-20 |
|
0.618 |
168-00 |
|
HIGH |
167-00 |
|
0.618 |
166-12 |
|
0.500 |
166-06 |
|
0.382 |
166-00 |
|
LOW |
165-12 |
|
0.618 |
164-12 |
|
1.000 |
163-24 |
|
1.618 |
162-24 |
|
2.618 |
161-04 |
|
4.250 |
158-15 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
166-06 |
166-01 |
| PP |
166-06 |
165-28 |
| S1 |
166-06 |
165-23 |
|