ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
164-27 |
163-31 |
-0-28 |
-0.5% |
164-24 |
| High |
165-05 |
164-06 |
-0-31 |
-0.6% |
166-06 |
| Low |
163-24 |
163-11 |
-0-13 |
-0.2% |
164-17 |
| Close |
163-30 |
164-02 |
0-04 |
0.1% |
165-24 |
| Range |
1-13 |
0-27 |
-0-18 |
-40.0% |
1-21 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.2% |
0-00 |
| Volume |
777,598 |
781,214 |
3,616 |
0.5% |
1,630,063 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-13 |
166-02 |
164-17 |
|
| R3 |
165-18 |
165-07 |
164-09 |
|
| R2 |
164-23 |
164-23 |
164-07 |
|
| R1 |
164-12 |
164-12 |
164-04 |
164-17 |
| PP |
163-28 |
163-28 |
163-28 |
163-30 |
| S1 |
163-17 |
163-17 |
164-00 |
163-23 |
| S2 |
163-01 |
163-01 |
163-29 |
|
| S3 |
162-06 |
162-22 |
163-27 |
|
| S4 |
161-11 |
161-27 |
163-19 |
|
|
| 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 |
163-11 |
2-27 |
1.7% |
0-29 |
0.5% |
25% |
False |
True |
533,120 |
| 10 |
166-06 |
163-00 |
3-06 |
1.9% |
1-02 |
0.6% |
33% |
False |
False |
432,266 |
| 20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-05 |
0.7% |
34% |
False |
False |
378,961 |
| 40 |
167-04 |
159-30 |
7-06 |
4.4% |
1-10 |
0.8% |
57% |
False |
False |
364,154 |
| 60 |
167-04 |
155-26 |
11-10 |
6.9% |
1-11 |
0.8% |
73% |
False |
False |
362,596 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
77% |
False |
False |
317,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-25 |
|
2.618 |
166-13 |
|
1.618 |
165-18 |
|
1.000 |
165-01 |
|
0.618 |
164-23 |
|
HIGH |
164-06 |
|
0.618 |
163-28 |
|
0.500 |
163-25 |
|
0.382 |
163-21 |
|
LOW |
163-11 |
|
0.618 |
162-26 |
|
1.000 |
162-16 |
|
1.618 |
161-31 |
|
2.618 |
161-04 |
|
4.250 |
159-24 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-31 |
164-18 |
| PP |
163-28 |
164-13 |
| S1 |
163-25 |
164-07 |
|