ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
165-17 |
163-28 |
-1-21 |
-1.0% |
164-26 |
| High |
165-21 |
164-18 |
-1-03 |
-0.7% |
167-00 |
| Low |
163-26 |
163-13 |
-0-13 |
-0.2% |
163-26 |
| Close |
164-06 |
163-22 |
-0-16 |
-0.3% |
164-06 |
| Range |
1-27 |
1-05 |
-0-22 |
-37.3% |
3-06 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
364,504 |
275,338 |
-89,166 |
-24.5% |
1,674,533 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-11 |
166-22 |
164-10 |
|
| R3 |
166-06 |
165-17 |
164-00 |
|
| R2 |
165-01 |
165-01 |
163-29 |
|
| R1 |
164-12 |
164-12 |
163-25 |
164-04 |
| PP |
163-28 |
163-28 |
163-28 |
163-25 |
| S1 |
163-07 |
163-07 |
163-19 |
162-31 |
| S2 |
162-23 |
162-23 |
163-15 |
|
| S3 |
161-18 |
162-02 |
163-12 |
|
| S4 |
160-13 |
160-29 |
163-02 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-18 |
172-18 |
165-30 |
|
| R3 |
171-12 |
169-12 |
165-02 |
|
| R2 |
168-06 |
168-06 |
164-25 |
|
| R1 |
166-06 |
166-06 |
164-15 |
165-19 |
| PP |
165-00 |
165-00 |
165-00 |
164-22 |
| S1 |
163-00 |
163-00 |
163-29 |
162-13 |
| S2 |
161-26 |
161-26 |
163-19 |
|
| S3 |
158-20 |
159-26 |
163-10 |
|
| S4 |
155-14 |
156-20 |
162-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-00 |
163-13 |
3-19 |
2.2% |
1-10 |
0.8% |
8% |
False |
True |
322,012 |
| 10 |
167-00 |
163-13 |
3-19 |
2.2% |
1-10 |
0.8% |
8% |
False |
True |
330,399 |
| 20 |
167-04 |
161-06 |
5-30 |
3.6% |
1-16 |
0.9% |
42% |
False |
False |
348,518 |
| 40 |
167-04 |
157-12 |
9-24 |
6.0% |
1-14 |
0.9% |
65% |
False |
False |
353,126 |
| 60 |
167-04 |
154-08 |
12-28 |
7.9% |
1-10 |
0.8% |
73% |
False |
False |
335,977 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
74% |
False |
False |
252,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-15 |
|
2.618 |
167-19 |
|
1.618 |
166-14 |
|
1.000 |
165-23 |
|
0.618 |
165-09 |
|
HIGH |
164-18 |
|
0.618 |
164-04 |
|
0.500 |
164-00 |
|
0.382 |
163-27 |
|
LOW |
163-13 |
|
0.618 |
162-22 |
|
1.000 |
162-08 |
|
1.618 |
161-17 |
|
2.618 |
160-12 |
|
4.250 |
158-16 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-00 |
165-00 |
| PP |
163-28 |
164-18 |
| S1 |
163-25 |
164-04 |
|