ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
165-07 |
164-31 |
-0-08 |
-0.2% |
164-06 |
| High |
165-19 |
165-04 |
-0-15 |
-0.3% |
166-09 |
| Low |
164-18 |
163-27 |
-0-23 |
-0.4% |
163-27 |
| Close |
164-31 |
164-05 |
-0-26 |
-0.5% |
164-05 |
| Range |
1-01 |
1-09 |
0-08 |
24.2% |
2-14 |
| ATR |
1-05 |
1-05 |
0-00 |
0.8% |
0-00 |
| Volume |
1,175 |
1,304 |
129 |
11.0% |
7,118 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-07 |
167-15 |
164-28 |
|
| R3 |
166-30 |
166-06 |
164-16 |
|
| R2 |
165-21 |
165-21 |
164-13 |
|
| R1 |
164-29 |
164-29 |
164-09 |
164-21 |
| PP |
164-12 |
164-12 |
164-12 |
164-08 |
| S1 |
163-20 |
163-20 |
164-01 |
163-12 |
| S2 |
163-03 |
163-03 |
163-29 |
|
| S3 |
161-26 |
162-11 |
163-26 |
|
| S4 |
160-17 |
161-02 |
163-14 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-02 |
170-18 |
165-16 |
|
| R3 |
169-20 |
168-04 |
164-26 |
|
| R2 |
167-06 |
167-06 |
164-19 |
|
| R1 |
165-22 |
165-22 |
164-12 |
165-07 |
| PP |
164-24 |
164-24 |
164-24 |
164-17 |
| S1 |
163-08 |
163-08 |
163-30 |
162-25 |
| S2 |
162-10 |
162-10 |
163-23 |
|
| S3 |
159-28 |
160-26 |
163-16 |
|
| S4 |
157-14 |
158-12 |
162-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-09 |
163-27 |
2-14 |
1.5% |
1-08 |
0.8% |
13% |
False |
True |
1,423 |
| 10 |
166-09 |
163-06 |
3-03 |
1.9% |
1-06 |
0.7% |
31% |
False |
False |
1,214 |
| 20 |
166-09 |
163-06 |
3-03 |
1.9% |
1-01 |
0.6% |
31% |
False |
False |
165,249 |
| 40 |
167-00 |
162-17 |
4-15 |
2.7% |
1-05 |
0.7% |
36% |
False |
False |
241,488 |
| 60 |
167-04 |
158-18 |
8-18 |
5.2% |
1-08 |
0.8% |
65% |
False |
False |
278,222 |
| 80 |
167-04 |
155-16 |
11-20 |
7.1% |
1-09 |
0.8% |
74% |
False |
False |
308,223 |
| 100 |
167-04 |
153-28 |
13-08 |
8.1% |
1-07 |
0.8% |
78% |
False |
False |
260,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-18 |
|
2.618 |
168-15 |
|
1.618 |
167-06 |
|
1.000 |
166-13 |
|
0.618 |
165-29 |
|
HIGH |
165-04 |
|
0.618 |
164-20 |
|
0.500 |
164-16 |
|
0.382 |
164-11 |
|
LOW |
163-27 |
|
0.618 |
163-02 |
|
1.000 |
162-18 |
|
1.618 |
161-25 |
|
2.618 |
160-16 |
|
4.250 |
158-13 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-16 |
165-02 |
| PP |
164-12 |
164-24 |
| S1 |
164-09 |
164-15 |
|