ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
165-03 |
164-10 |
-0-25 |
-0.5% |
164-18 |
| High |
165-16 |
164-10 |
-1-06 |
-0.7% |
165-16 |
| Low |
164-03 |
163-06 |
-0-29 |
-0.6% |
164-02 |
| Close |
164-15 |
163-15 |
-1-00 |
-0.6% |
164-15 |
| Range |
1-13 |
1-04 |
-0-09 |
-20.0% |
1-14 |
| ATR |
1-04 |
1-04 |
0-00 |
1.0% |
0-00 |
| Volume |
2,046 |
982 |
-1,064 |
-52.0% |
219,871 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-01 |
166-12 |
164-03 |
|
| R3 |
165-29 |
165-08 |
163-25 |
|
| R2 |
164-25 |
164-25 |
163-22 |
|
| R1 |
164-04 |
164-04 |
163-18 |
163-29 |
| PP |
163-21 |
163-21 |
163-21 |
163-17 |
| S1 |
163-00 |
163-00 |
163-12 |
162-25 |
| S2 |
162-17 |
162-17 |
163-08 |
|
| S3 |
161-13 |
161-28 |
163-05 |
|
| S4 |
160-09 |
160-24 |
162-27 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-00 |
168-05 |
165-08 |
|
| R3 |
167-18 |
166-23 |
164-28 |
|
| R2 |
166-04 |
166-04 |
164-23 |
|
| R1 |
165-09 |
165-09 |
164-19 |
165-00 |
| PP |
164-22 |
164-22 |
164-22 |
164-17 |
| S1 |
163-27 |
163-27 |
164-11 |
163-18 |
| S2 |
163-08 |
163-08 |
164-07 |
|
| S3 |
161-26 |
162-13 |
164-02 |
|
| S4 |
160-12 |
160-31 |
163-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-16 |
163-06 |
2-10 |
1.4% |
1-01 |
0.6% |
12% |
False |
True |
11,996 |
| 10 |
165-25 |
163-06 |
2-19 |
1.6% |
1-01 |
0.6% |
11% |
False |
True |
268,815 |
| 20 |
166-06 |
162-17 |
3-21 |
2.2% |
1-01 |
0.6% |
26% |
False |
False |
292,721 |
| 40 |
167-04 |
161-06 |
5-30 |
3.6% |
1-08 |
0.8% |
38% |
False |
False |
320,620 |
| 60 |
167-04 |
157-12 |
9-24 |
6.0% |
1-10 |
0.8% |
63% |
False |
False |
332,991 |
| 80 |
167-04 |
154-08 |
12-28 |
7.9% |
1-08 |
0.8% |
72% |
False |
False |
325,163 |
| 100 |
167-04 |
153-28 |
13-08 |
8.1% |
1-07 |
0.7% |
72% |
False |
False |
260,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-03 |
|
2.618 |
167-08 |
|
1.618 |
166-04 |
|
1.000 |
165-14 |
|
0.618 |
165-00 |
|
HIGH |
164-10 |
|
0.618 |
163-28 |
|
0.500 |
163-24 |
|
0.382 |
163-20 |
|
LOW |
163-06 |
|
0.618 |
162-16 |
|
1.000 |
162-02 |
|
1.618 |
161-12 |
|
2.618 |
160-08 |
|
4.250 |
158-13 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
164-11 |
| PP |
163-21 |
164-02 |
| S1 |
163-18 |
163-24 |
|