ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
162-18 |
163-13 |
0-27 |
0.5% |
158-30 |
| High |
163-26 |
164-30 |
1-04 |
0.7% |
161-08 |
| Low |
162-07 |
163-09 |
1-02 |
0.7% |
158-27 |
| Close |
163-09 |
163-30 |
0-21 |
0.4% |
160-29 |
| Range |
1-19 |
1-21 |
0-02 |
3.9% |
2-13 |
| ATR |
1-11 |
1-11 |
0-01 |
1.7% |
0-00 |
| Volume |
436,990 |
398,764 |
-38,226 |
-8.7% |
1,503,615 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-01 |
168-04 |
164-27 |
|
| R3 |
167-12 |
166-15 |
164-13 |
|
| R2 |
165-23 |
165-23 |
164-08 |
|
| R1 |
164-26 |
164-26 |
164-03 |
165-08 |
| PP |
164-02 |
164-02 |
164-02 |
164-09 |
| S1 |
163-05 |
163-05 |
163-25 |
163-20 |
| S2 |
162-13 |
162-13 |
163-20 |
|
| S3 |
160-24 |
161-16 |
163-15 |
|
| S4 |
159-03 |
159-27 |
163-01 |
|
|
| 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 |
164-30 |
159-30 |
5-00 |
3.0% |
1-12 |
0.8% |
80% |
True |
False |
365,355 |
| 10 |
164-30 |
158-18 |
6-12 |
3.9% |
1-07 |
0.7% |
84% |
True |
False |
331,459 |
| 20 |
164-30 |
157-12 |
7-18 |
4.6% |
1-14 |
0.9% |
87% |
True |
False |
370,675 |
| 40 |
164-30 |
153-28 |
11-02 |
6.7% |
1-07 |
0.7% |
91% |
True |
False |
316,352 |
| 60 |
164-30 |
153-28 |
11-02 |
6.7% |
1-06 |
0.7% |
91% |
True |
False |
211,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-31 |
|
2.618 |
169-09 |
|
1.618 |
167-20 |
|
1.000 |
166-19 |
|
0.618 |
165-31 |
|
HIGH |
164-30 |
|
0.618 |
164-10 |
|
0.500 |
164-04 |
|
0.382 |
163-29 |
|
LOW |
163-09 |
|
0.618 |
162-08 |
|
1.000 |
161-20 |
|
1.618 |
160-19 |
|
2.618 |
158-30 |
|
4.250 |
156-08 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-04 |
163-18 |
| PP |
164-02 |
163-05 |
| S1 |
164-00 |
162-25 |
|