ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-28 |
164-18 |
0-22 |
0.4% |
165-24 |
| High |
164-26 |
165-07 |
0-13 |
0.2% |
165-28 |
| Low |
163-26 |
164-14 |
0-20 |
0.4% |
163-11 |
| Close |
164-16 |
165-01 |
0-17 |
0.3% |
164-16 |
| Range |
1-00 |
0-25 |
-0-07 |
-21.9% |
2-17 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
| Volume |
409,415 |
160,873 |
-248,542 |
-60.7% |
2,838,635 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-08 |
166-29 |
165-15 |
|
| R3 |
166-15 |
166-04 |
165-08 |
|
| R2 |
165-22 |
165-22 |
165-06 |
|
| R1 |
165-11 |
165-11 |
165-03 |
165-17 |
| PP |
164-29 |
164-29 |
164-29 |
164-31 |
| S1 |
164-18 |
164-18 |
164-31 |
164-24 |
| S2 |
164-04 |
164-04 |
164-28 |
|
| S3 |
163-11 |
163-25 |
164-26 |
|
| S4 |
162-18 |
163-00 |
164-19 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-05 |
170-28 |
165-29 |
|
| R3 |
169-20 |
168-11 |
165-06 |
|
| R2 |
167-03 |
167-03 |
164-31 |
|
| R1 |
165-26 |
165-26 |
164-23 |
165-06 |
| PP |
164-18 |
164-18 |
164-18 |
164-09 |
| S1 |
163-09 |
163-09 |
164-09 |
162-21 |
| S2 |
162-01 |
162-01 |
164-01 |
|
| S3 |
159-16 |
160-24 |
163-26 |
|
| S4 |
156-31 |
158-07 |
163-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-25 |
163-11 |
2-14 |
1.5% |
1-00 |
0.6% |
69% |
False |
False |
525,634 |
| 10 |
166-06 |
163-11 |
2-27 |
1.7% |
0-30 |
0.6% |
59% |
False |
False |
430,523 |
| 20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-03 |
0.7% |
56% |
False |
False |
370,225 |
| 40 |
167-04 |
160-19 |
6-17 |
4.0% |
1-10 |
0.8% |
68% |
False |
False |
363,844 |
| 60 |
167-04 |
156-31 |
10-05 |
6.2% |
1-10 |
0.8% |
79% |
False |
False |
360,908 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
84% |
False |
False |
324,595 |
| 100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
84% |
False |
False |
259,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-17 |
|
2.618 |
167-08 |
|
1.618 |
166-15 |
|
1.000 |
166-00 |
|
0.618 |
165-22 |
|
HIGH |
165-07 |
|
0.618 |
164-29 |
|
0.500 |
164-27 |
|
0.382 |
164-24 |
|
LOW |
164-14 |
|
0.618 |
163-31 |
|
1.000 |
163-21 |
|
1.618 |
163-06 |
|
2.618 |
162-13 |
|
4.250 |
161-04 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-31 |
164-25 |
| PP |
164-29 |
164-17 |
| S1 |
164-27 |
164-09 |
|