ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-16 |
163-00 |
-0-16 |
-0.3% |
164-26 |
| High |
163-28 |
163-26 |
-0-02 |
0.0% |
167-00 |
| Low |
162-29 |
162-17 |
-0-12 |
-0.2% |
163-26 |
| Close |
163-07 |
163-01 |
-0-06 |
-0.1% |
164-06 |
| Range |
0-31 |
1-09 |
0-10 |
32.3% |
3-06 |
| ATR |
1-13 |
1-12 |
0-00 |
-0.6% |
0-00 |
| Volume |
262,459 |
348,557 |
86,098 |
32.8% |
1,674,533 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-31 |
166-09 |
163-24 |
|
| R3 |
165-22 |
165-00 |
163-12 |
|
| R2 |
164-13 |
164-13 |
163-09 |
|
| R1 |
163-23 |
163-23 |
163-05 |
164-02 |
| PP |
163-04 |
163-04 |
163-04 |
163-10 |
| S1 |
162-14 |
162-14 |
162-29 |
162-25 |
| S2 |
161-27 |
161-27 |
162-25 |
|
| S3 |
160-18 |
161-05 |
162-22 |
|
| S4 |
159-09 |
159-28 |
162-10 |
|
|
| 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 |
166-18 |
162-17 |
4-01 |
2.5% |
1-08 |
0.8% |
12% |
False |
True |
305,192 |
| 10 |
167-00 |
162-17 |
4-15 |
2.7% |
1-09 |
0.8% |
11% |
False |
True |
329,882 |
| 20 |
167-04 |
162-17 |
4-19 |
2.8% |
1-14 |
0.9% |
11% |
False |
True |
337,158 |
| 40 |
167-04 |
157-12 |
9-24 |
6.0% |
1-15 |
0.9% |
58% |
False |
False |
354,152 |
| 60 |
167-04 |
154-08 |
12-28 |
7.9% |
1-10 |
0.8% |
68% |
False |
False |
346,017 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
69% |
False |
False |
259,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-08 |
|
2.618 |
167-05 |
|
1.618 |
165-28 |
|
1.000 |
165-03 |
|
0.618 |
164-19 |
|
HIGH |
163-26 |
|
0.618 |
163-10 |
|
0.500 |
163-06 |
|
0.382 |
163-01 |
|
LOW |
162-17 |
|
0.618 |
161-24 |
|
1.000 |
161-08 |
|
1.618 |
160-15 |
|
2.618 |
159-06 |
|
4.250 |
157-03 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-06 |
163-18 |
| PP |
163-04 |
163-12 |
| S1 |
163-03 |
163-07 |
|