ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-28 |
163-16 |
-0-12 |
-0.2% |
164-26 |
| High |
164-18 |
163-28 |
-0-22 |
-0.4% |
167-00 |
| Low |
163-13 |
162-29 |
-0-16 |
-0.3% |
163-26 |
| Close |
163-22 |
163-07 |
-0-15 |
-0.3% |
164-06 |
| Range |
1-05 |
0-31 |
-0-06 |
-16.2% |
3-06 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.3% |
0-00 |
| Volume |
275,338 |
262,459 |
-12,879 |
-4.7% |
1,674,533 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-08 |
165-22 |
163-24 |
|
| R3 |
165-09 |
164-23 |
163-16 |
|
| R2 |
164-10 |
164-10 |
163-13 |
|
| R1 |
163-24 |
163-24 |
163-10 |
163-18 |
| PP |
163-11 |
163-11 |
163-11 |
163-07 |
| S1 |
162-25 |
162-25 |
163-04 |
162-19 |
| S2 |
162-12 |
162-12 |
163-01 |
|
| S3 |
161-13 |
161-26 |
162-30 |
|
| S4 |
160-14 |
160-27 |
162-22 |
|
|
| 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 |
162-29 |
4-03 |
2.5% |
1-11 |
0.8% |
8% |
False |
True |
319,382 |
| 10 |
167-00 |
162-29 |
4-03 |
2.5% |
1-08 |
0.8% |
8% |
False |
True |
327,876 |
| 20 |
167-04 |
161-08 |
5-28 |
3.6% |
1-14 |
0.9% |
34% |
False |
False |
335,757 |
| 40 |
167-04 |
157-12 |
9-24 |
6.0% |
1-14 |
0.9% |
60% |
False |
False |
353,865 |
| 60 |
167-04 |
154-08 |
12-28 |
7.9% |
1-10 |
0.8% |
70% |
False |
False |
340,302 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
71% |
False |
False |
255,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-00 |
|
2.618 |
166-13 |
|
1.618 |
165-14 |
|
1.000 |
164-27 |
|
0.618 |
164-15 |
|
HIGH |
163-28 |
|
0.618 |
163-16 |
|
0.500 |
163-13 |
|
0.382 |
163-09 |
|
LOW |
162-29 |
|
0.618 |
162-10 |
|
1.000 |
161-30 |
|
1.618 |
161-11 |
|
2.618 |
160-12 |
|
4.250 |
158-25 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-13 |
164-09 |
| PP |
163-11 |
163-30 |
| S1 |
163-09 |
163-18 |
|