ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
160-07 |
160-17 |
0-10 |
0.2% |
158-30 |
| High |
160-20 |
161-08 |
0-20 |
0.4% |
161-08 |
| Low |
159-30 |
160-13 |
0-15 |
0.3% |
158-27 |
| Close |
160-06 |
160-29 |
0-23 |
0.4% |
160-29 |
| Range |
0-22 |
0-27 |
0-05 |
22.7% |
2-13 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
| Volume |
279,758 |
302,925 |
23,167 |
8.3% |
1,503,615 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-12 |
163-00 |
161-12 |
|
| R3 |
162-17 |
162-05 |
161-04 |
|
| R2 |
161-22 |
161-22 |
161-02 |
|
| R1 |
161-10 |
161-10 |
160-31 |
161-16 |
| PP |
160-27 |
160-27 |
160-27 |
160-31 |
| S1 |
160-15 |
160-15 |
160-27 |
160-21 |
| S2 |
160-00 |
160-00 |
160-24 |
|
| S3 |
159-05 |
159-20 |
160-22 |
|
| S4 |
158-10 |
158-25 |
160-14 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-18 |
166-20 |
162-07 |
|
| R3 |
165-05 |
164-07 |
161-18 |
|
| R2 |
162-24 |
162-24 |
161-11 |
|
| R1 |
161-26 |
161-26 |
161-04 |
162-09 |
| PP |
160-11 |
160-11 |
160-11 |
160-18 |
| S1 |
159-13 |
159-13 |
160-22 |
159-28 |
| S2 |
157-30 |
157-30 |
160-15 |
|
| S3 |
155-17 |
157-00 |
160-08 |
|
| S4 |
153-04 |
154-19 |
159-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-08 |
158-27 |
2-13 |
1.5% |
0-30 |
0.6% |
86% |
True |
False |
300,723 |
| 10 |
163-02 |
158-18 |
4-16 |
2.8% |
1-07 |
0.8% |
52% |
False |
False |
310,528 |
| 20 |
163-02 |
156-31 |
6-03 |
3.8% |
1-11 |
0.8% |
65% |
False |
False |
355,038 |
| 40 |
163-02 |
153-28 |
9-06 |
5.7% |
1-07 |
0.7% |
77% |
False |
False |
285,346 |
| 60 |
163-02 |
153-28 |
9-06 |
5.7% |
1-05 |
0.7% |
77% |
False |
False |
190,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-27 |
|
2.618 |
163-15 |
|
1.618 |
162-20 |
|
1.000 |
162-03 |
|
0.618 |
161-25 |
|
HIGH |
161-08 |
|
0.618 |
160-30 |
|
0.500 |
160-27 |
|
0.382 |
160-23 |
|
LOW |
160-13 |
|
0.618 |
159-28 |
|
1.000 |
159-18 |
|
1.618 |
159-01 |
|
2.618 |
158-06 |
|
4.250 |
156-26 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-28 |
160-26 |
| PP |
160-27 |
160-22 |
| S1 |
160-27 |
160-19 |
|