ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
161-01 |
162-18 |
1-17 |
1.0% |
158-30 |
| High |
162-22 |
163-26 |
1-04 |
0.7% |
161-08 |
| Low |
160-19 |
162-07 |
1-20 |
1.0% |
158-27 |
| Close |
162-03 |
163-09 |
1-06 |
0.7% |
160-29 |
| Range |
2-03 |
1-19 |
-0-16 |
-23.9% |
2-13 |
| ATR |
1-10 |
1-11 |
0-01 |
2.3% |
0-00 |
| Volume |
408,340 |
436,990 |
28,650 |
7.0% |
1,503,615 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-28 |
167-06 |
164-05 |
|
| R3 |
166-09 |
165-19 |
163-23 |
|
| R2 |
164-22 |
164-22 |
163-18 |
|
| R1 |
164-00 |
164-00 |
163-14 |
164-11 |
| PP |
163-03 |
163-03 |
163-03 |
163-09 |
| S1 |
162-13 |
162-13 |
163-04 |
162-24 |
| S2 |
161-16 |
161-16 |
163-00 |
|
| S3 |
159-29 |
160-26 |
162-27 |
|
| S4 |
158-10 |
159-07 |
162-13 |
|
|
| 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 |
163-26 |
159-30 |
3-28 |
2.4% |
1-07 |
0.8% |
86% |
True |
False |
367,242 |
| 10 |
163-26 |
158-18 |
5-08 |
3.2% |
1-04 |
0.7% |
90% |
True |
False |
317,147 |
| 20 |
163-26 |
157-12 |
6-14 |
3.9% |
1-13 |
0.9% |
92% |
True |
False |
369,318 |
| 40 |
163-26 |
153-28 |
9-30 |
6.1% |
1-07 |
0.7% |
95% |
True |
False |
306,421 |
| 60 |
163-26 |
153-28 |
9-30 |
6.1% |
1-06 |
0.7% |
95% |
True |
False |
204,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-19 |
|
2.618 |
168-00 |
|
1.618 |
166-13 |
|
1.000 |
165-13 |
|
0.618 |
164-26 |
|
HIGH |
163-26 |
|
0.618 |
163-07 |
|
0.500 |
163-01 |
|
0.382 |
162-26 |
|
LOW |
162-07 |
|
0.618 |
161-07 |
|
1.000 |
160-20 |
|
1.618 |
159-20 |
|
2.618 |
158-01 |
|
4.250 |
155-14 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-06 |
162-29 |
| PP |
163-03 |
162-16 |
| S1 |
163-01 |
162-04 |
|