ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-00 |
163-02 |
0-02 |
0.0% |
164-26 |
| High |
163-26 |
163-14 |
-0-12 |
-0.2% |
167-00 |
| Low |
162-17 |
162-18 |
0-01 |
0.0% |
163-26 |
| Close |
163-01 |
162-29 |
-0-04 |
-0.1% |
164-06 |
| Range |
1-09 |
0-28 |
-0-13 |
-31.7% |
3-06 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.6% |
0-00 |
| Volume |
348,557 |
290,482 |
-58,075 |
-16.7% |
1,674,533 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-19 |
165-04 |
163-12 |
|
| R3 |
164-23 |
164-08 |
163-05 |
|
| R2 |
163-27 |
163-27 |
163-02 |
|
| R1 |
163-12 |
163-12 |
163-00 |
163-06 |
| PP |
162-31 |
162-31 |
162-31 |
162-28 |
| S1 |
162-16 |
162-16 |
162-26 |
162-10 |
| S2 |
162-03 |
162-03 |
162-24 |
|
| S3 |
161-07 |
161-20 |
162-21 |
|
| S4 |
160-11 |
160-24 |
162-14 |
|
|
| 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 |
165-21 |
162-17 |
3-04 |
1.9% |
1-07 |
0.8% |
12% |
False |
False |
308,268 |
| 10 |
167-00 |
162-17 |
4-15 |
2.7% |
1-08 |
0.8% |
8% |
False |
False |
325,657 |
| 20 |
167-04 |
162-17 |
4-19 |
2.8% |
1-13 |
0.9% |
8% |
False |
False |
334,934 |
| 40 |
167-04 |
157-16 |
9-20 |
5.9% |
1-14 |
0.9% |
56% |
False |
False |
349,826 |
| 60 |
167-04 |
154-08 |
12-28 |
7.9% |
1-10 |
0.8% |
67% |
False |
False |
350,775 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
68% |
False |
False |
263,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-05 |
|
2.618 |
165-23 |
|
1.618 |
164-27 |
|
1.000 |
164-10 |
|
0.618 |
163-31 |
|
HIGH |
163-14 |
|
0.618 |
163-03 |
|
0.500 |
163-00 |
|
0.382 |
162-29 |
|
LOW |
162-18 |
|
0.618 |
162-01 |
|
1.000 |
161-22 |
|
1.618 |
161-05 |
|
2.618 |
160-09 |
|
4.250 |
158-27 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-00 |
163-07 |
| PP |
162-31 |
163-03 |
| S1 |
162-30 |
163-00 |
|