ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
164-01 |
164-30 |
0-29 |
0.6% |
164-10 |
| High |
165-11 |
164-30 |
-0-13 |
-0.2% |
165-11 |
| Low |
163-31 |
164-01 |
0-02 |
0.0% |
163-06 |
| Close |
165-04 |
164-09 |
-0-27 |
-0.5% |
164-09 |
| Range |
1-12 |
0-29 |
-0-15 |
-34.1% |
2-05 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.3% |
0-00 |
| Volume |
269 |
269 |
0 |
0.0% |
2,983 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-04 |
166-20 |
164-25 |
|
| R3 |
166-07 |
165-23 |
164-17 |
|
| R2 |
165-10 |
165-10 |
164-14 |
|
| R1 |
164-26 |
164-26 |
164-12 |
164-20 |
| PP |
164-13 |
164-13 |
164-13 |
164-10 |
| S1 |
163-29 |
163-29 |
164-06 |
163-23 |
| S2 |
163-16 |
163-16 |
164-04 |
|
| S3 |
162-19 |
163-00 |
164-01 |
|
| S4 |
161-22 |
162-03 |
163-25 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-24 |
169-21 |
165-15 |
|
| R3 |
168-19 |
167-16 |
164-28 |
|
| R2 |
166-14 |
166-14 |
164-22 |
|
| R1 |
165-11 |
165-11 |
164-15 |
164-26 |
| PP |
164-09 |
164-09 |
164-09 |
164-00 |
| S1 |
163-06 |
163-06 |
164-03 |
162-21 |
| S2 |
162-04 |
162-04 |
163-28 |
|
| S3 |
159-31 |
161-01 |
163-22 |
|
| S4 |
157-26 |
158-28 |
163-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-16 |
163-06 |
2-10 |
1.4% |
1-05 |
0.7% |
47% |
False |
False |
1,005 |
| 10 |
165-16 |
163-06 |
2-10 |
1.4% |
1-00 |
0.6% |
47% |
False |
False |
63,226 |
| 20 |
166-06 |
163-00 |
3-06 |
1.9% |
1-01 |
0.6% |
40% |
False |
False |
247,746 |
| 40 |
167-04 |
162-17 |
4-19 |
2.8% |
1-07 |
0.7% |
38% |
False |
False |
291,340 |
| 60 |
167-04 |
157-16 |
9-20 |
5.9% |
1-10 |
0.8% |
70% |
False |
False |
315,799 |
| 80 |
167-04 |
154-08 |
12-28 |
7.8% |
1-08 |
0.8% |
78% |
False |
False |
325,018 |
| 100 |
167-04 |
153-28 |
13-08 |
8.1% |
1-07 |
0.7% |
79% |
False |
False |
260,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-25 |
|
2.618 |
167-10 |
|
1.618 |
166-13 |
|
1.000 |
165-27 |
|
0.618 |
165-16 |
|
HIGH |
164-30 |
|
0.618 |
164-19 |
|
0.500 |
164-16 |
|
0.382 |
164-12 |
|
LOW |
164-01 |
|
0.618 |
163-15 |
|
1.000 |
163-04 |
|
1.618 |
162-18 |
|
2.618 |
161-21 |
|
4.250 |
160-06 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-16 |
164-11 |
| PP |
164-13 |
164-10 |
| S1 |
164-11 |
164-10 |
|