ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
165-24 |
164-27 |
-0-29 |
-0.5% |
164-24 |
| High |
165-25 |
165-05 |
-0-20 |
-0.4% |
166-06 |
| Low |
164-26 |
163-24 |
-1-02 |
-0.6% |
164-17 |
| Close |
165-01 |
163-30 |
-1-03 |
-0.7% |
165-24 |
| Range |
0-31 |
1-13 |
0-14 |
45.2% |
1-21 |
| ATR |
1-07 |
1-07 |
0-00 |
1.2% |
0-00 |
| Volume |
499,074 |
777,598 |
278,524 |
55.8% |
1,630,063 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-16 |
167-20 |
164-23 |
|
| R3 |
167-03 |
166-07 |
164-10 |
|
| R2 |
165-22 |
165-22 |
164-06 |
|
| R1 |
164-26 |
164-26 |
164-02 |
164-18 |
| PP |
164-09 |
164-09 |
164-09 |
164-05 |
| S1 |
163-13 |
163-13 |
163-26 |
163-04 |
| S2 |
162-28 |
162-28 |
163-22 |
|
| S3 |
161-15 |
162-00 |
163-18 |
|
| S4 |
160-02 |
160-19 |
163-05 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-15 |
169-24 |
166-21 |
|
| R3 |
168-26 |
168-03 |
166-07 |
|
| R2 |
167-05 |
167-05 |
166-02 |
|
| R1 |
166-14 |
166-14 |
165-29 |
166-25 |
| PP |
165-16 |
165-16 |
165-16 |
165-21 |
| S1 |
164-25 |
164-25 |
165-19 |
165-05 |
| S2 |
163-27 |
163-27 |
165-14 |
|
| S3 |
162-06 |
163-04 |
165-09 |
|
| S4 |
160-17 |
161-15 |
164-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-06 |
163-24 |
2-14 |
1.5% |
0-30 |
0.6% |
8% |
False |
True |
457,567 |
| 10 |
166-06 |
162-18 |
3-20 |
2.2% |
1-02 |
0.6% |
38% |
False |
False |
383,193 |
| 20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-06 |
0.7% |
31% |
False |
False |
356,538 |
| 40 |
167-04 |
159-30 |
7-06 |
4.4% |
1-10 |
0.8% |
56% |
False |
False |
354,828 |
| 60 |
167-04 |
155-26 |
11-10 |
6.9% |
1-11 |
0.8% |
72% |
False |
False |
353,445 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-09 |
0.8% |
76% |
False |
False |
307,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-04 |
|
2.618 |
168-27 |
|
1.618 |
167-14 |
|
1.000 |
166-18 |
|
0.618 |
166-01 |
|
HIGH |
165-05 |
|
0.618 |
164-20 |
|
0.500 |
164-15 |
|
0.382 |
164-09 |
|
LOW |
163-24 |
|
0.618 |
162-28 |
|
1.000 |
162-11 |
|
1.618 |
161-15 |
|
2.618 |
160-02 |
|
4.250 |
157-25 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-15 |
164-26 |
| PP |
164-09 |
164-17 |
| S1 |
164-04 |
164-07 |
|