ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
160-06 |
160-07 |
0-01 |
0.0% |
161-08 |
| High |
160-31 |
160-20 |
-0-11 |
-0.2% |
163-02 |
| Low |
160-01 |
159-30 |
-0-03 |
-0.1% |
158-18 |
| Close |
160-24 |
160-06 |
-0-18 |
-0.3% |
158-24 |
| Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
4-16 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.7% |
0-00 |
| Volume |
408,201 |
279,758 |
-128,443 |
-31.5% |
1,601,667 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-10 |
161-30 |
160-18 |
|
| R3 |
161-20 |
161-08 |
160-12 |
|
| R2 |
160-30 |
160-30 |
160-10 |
|
| R1 |
160-18 |
160-18 |
160-08 |
160-13 |
| PP |
160-08 |
160-08 |
160-08 |
160-06 |
| S1 |
159-28 |
159-28 |
160-04 |
159-23 |
| S2 |
159-18 |
159-18 |
160-02 |
|
| S3 |
158-28 |
159-06 |
160-00 |
|
| S4 |
158-06 |
158-16 |
159-26 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-20 |
170-22 |
161-07 |
|
| R3 |
169-04 |
166-06 |
160-00 |
|
| R2 |
164-20 |
164-20 |
159-18 |
|
| R1 |
161-22 |
161-22 |
159-05 |
160-29 |
| PP |
160-04 |
160-04 |
160-04 |
159-24 |
| S1 |
157-06 |
157-06 |
158-11 |
156-13 |
| S2 |
155-20 |
155-20 |
157-30 |
|
| S3 |
151-04 |
152-22 |
157-16 |
|
| S4 |
146-20 |
148-06 |
156-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-18 |
|
2.618 |
162-14 |
|
1.618 |
161-24 |
|
1.000 |
161-10 |
|
0.618 |
161-02 |
|
HIGH |
160-20 |
|
0.618 |
160-12 |
|
0.500 |
160-09 |
|
0.382 |
160-06 |
|
LOW |
159-30 |
|
0.618 |
159-16 |
|
1.000 |
159-08 |
|
1.618 |
158-26 |
|
2.618 |
158-04 |
|
4.250 |
157-00 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-09 |
160-07 |
| PP |
160-08 |
160-07 |
| S1 |
160-07 |
160-06 |
|