ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
165-21 |
165-07 |
-0-14 |
-0.3% |
164-10 |
| High |
166-09 |
165-19 |
-0-22 |
-0.4% |
165-11 |
| Low |
165-03 |
164-18 |
-0-17 |
-0.3% |
163-06 |
| Close |
165-13 |
164-31 |
-0-14 |
-0.3% |
164-09 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
2-05 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
1,466 |
1,175 |
-291 |
-19.8% |
2,983 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-04 |
167-19 |
165-17 |
|
| R3 |
167-03 |
166-18 |
165-08 |
|
| R2 |
166-02 |
166-02 |
165-05 |
|
| R1 |
165-17 |
165-17 |
165-02 |
165-09 |
| PP |
165-01 |
165-01 |
165-01 |
164-30 |
| S1 |
164-16 |
164-16 |
164-28 |
164-08 |
| S2 |
164-00 |
164-00 |
164-25 |
|
| S3 |
162-31 |
163-15 |
164-22 |
|
| S4 |
161-30 |
162-14 |
164-13 |
|
|
| 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 |
166-09 |
164-01 |
2-08 |
1.4% |
1-05 |
0.7% |
42% |
False |
False |
1,216 |
| 10 |
166-09 |
163-06 |
3-03 |
1.9% |
1-03 |
0.7% |
58% |
False |
False |
1,485 |
| 20 |
166-09 |
163-06 |
3-03 |
1.9% |
1-01 |
0.6% |
58% |
False |
False |
185,356 |
| 40 |
167-00 |
162-17 |
4-15 |
2.7% |
1-05 |
0.7% |
55% |
False |
False |
249,283 |
| 60 |
167-04 |
158-18 |
8-18 |
5.2% |
1-07 |
0.7% |
75% |
False |
False |
282,461 |
| 80 |
167-04 |
155-16 |
11-20 |
7.0% |
1-08 |
0.8% |
81% |
False |
False |
316,503 |
| 100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
84% |
False |
False |
260,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-31 |
|
2.618 |
168-09 |
|
1.618 |
167-08 |
|
1.000 |
166-20 |
|
0.618 |
166-07 |
|
HIGH |
165-19 |
|
0.618 |
165-06 |
|
0.500 |
165-03 |
|
0.382 |
164-31 |
|
LOW |
164-18 |
|
0.618 |
163-30 |
|
1.000 |
163-17 |
|
1.618 |
162-29 |
|
2.618 |
161-28 |
|
4.250 |
160-06 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
165-03 |
165-08 |
| PP |
165-01 |
165-05 |
| S1 |
165-00 |
165-02 |
|