ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
164-14 |
164-28 |
0-14 |
0.3% |
165-24 |
| High |
165-05 |
165-06 |
0-01 |
0.0% |
165-28 |
| Low |
164-02 |
164-23 |
0-21 |
0.4% |
163-11 |
| Close |
164-25 |
164-31 |
0-06 |
0.1% |
164-16 |
| Range |
1-03 |
0-15 |
-0-20 |
-57.1% |
2-17 |
| ATR |
1-05 |
1-03 |
-0-02 |
-4.2% |
0-00 |
| Volume |
20,069 |
4,008 |
-16,061 |
-80.0% |
2,838,635 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-12 |
166-04 |
165-07 |
|
| R3 |
165-29 |
165-21 |
165-03 |
|
| R2 |
165-14 |
165-14 |
165-02 |
|
| R1 |
165-06 |
165-06 |
165-00 |
165-10 |
| PP |
164-31 |
164-31 |
164-31 |
165-01 |
| S1 |
164-23 |
164-23 |
164-30 |
164-27 |
| S2 |
164-16 |
164-16 |
164-28 |
|
| S3 |
164-01 |
164-08 |
164-27 |
|
| S4 |
163-18 |
163-25 |
164-23 |
|
|
| 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 |
165-12 |
163-26 |
1-18 |
0.9% |
0-28 |
0.5% |
74% |
False |
False |
125,448 |
| 10 |
166-06 |
163-11 |
2-27 |
1.7% |
0-29 |
0.5% |
57% |
False |
False |
329,284 |
| 20 |
166-06 |
162-17 |
3-21 |
2.2% |
1-02 |
0.6% |
67% |
False |
False |
324,562 |
| 40 |
167-04 |
161-06 |
5-30 |
3.6% |
1-08 |
0.8% |
64% |
False |
False |
334,165 |
| 60 |
167-04 |
157-12 |
9-24 |
5.9% |
1-10 |
0.8% |
78% |
False |
False |
346,335 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
84% |
False |
False |
325,259 |
| 100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
84% |
False |
False |
260,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-06 |
|
2.618 |
166-13 |
|
1.618 |
165-30 |
|
1.000 |
165-21 |
|
0.618 |
165-15 |
|
HIGH |
165-06 |
|
0.618 |
165-00 |
|
0.500 |
164-31 |
|
0.382 |
164-29 |
|
LOW |
164-23 |
|
0.618 |
164-14 |
|
1.000 |
164-08 |
|
1.618 |
163-31 |
|
2.618 |
163-16 |
|
4.250 |
162-23 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-31 |
164-28 |
| PP |
164-31 |
164-26 |
| S1 |
164-31 |
164-23 |
|