ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
162-14 |
162-12 |
-0-02 |
0.0% |
161-01 |
| High |
163-07 |
163-04 |
-0-03 |
-0.1% |
164-30 |
| Low |
162-09 |
161-06 |
-1-03 |
-0.7% |
160-19 |
| Close |
162-16 |
161-14 |
-1-02 |
-0.7% |
162-20 |
| Range |
0-30 |
1-30 |
1-00 |
106.7% |
4-11 |
| ATR |
1-11 |
1-12 |
0-01 |
3.2% |
0-00 |
| Volume |
255,146 |
517,678 |
262,532 |
102.9% |
1,533,807 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-23 |
166-17 |
162-16 |
|
| R3 |
165-25 |
164-19 |
161-31 |
|
| R2 |
163-27 |
163-27 |
161-25 |
|
| R1 |
162-21 |
162-21 |
161-20 |
162-09 |
| PP |
161-29 |
161-29 |
161-29 |
161-24 |
| S1 |
160-23 |
160-23 |
161-08 |
160-11 |
| S2 |
159-31 |
159-31 |
161-03 |
|
| S3 |
158-01 |
158-25 |
160-29 |
|
| S4 |
156-03 |
156-27 |
160-12 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-24 |
173-17 |
165-00 |
|
| R3 |
171-13 |
169-06 |
163-26 |
|
| R2 |
167-02 |
167-02 |
163-13 |
|
| R1 |
164-27 |
164-27 |
163-01 |
165-30 |
| PP |
162-23 |
162-23 |
162-23 |
163-09 |
| S1 |
160-16 |
160-16 |
162-07 |
161-20 |
| S2 |
158-12 |
158-12 |
161-27 |
|
| S3 |
154-01 |
156-05 |
161-14 |
|
| S4 |
149-22 |
151-26 |
160-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-30 |
161-06 |
3-24 |
2.3% |
1-15 |
0.9% |
7% |
False |
True |
379,658 |
| 10 |
164-30 |
159-15 |
5-15 |
3.4% |
1-09 |
0.8% |
36% |
False |
False |
355,171 |
| 20 |
164-30 |
157-12 |
7-18 |
4.7% |
1-15 |
0.9% |
54% |
False |
False |
371,972 |
| 40 |
164-30 |
154-08 |
10-22 |
6.6% |
1-08 |
0.8% |
67% |
False |
False |
342,575 |
| 60 |
164-30 |
153-28 |
11-02 |
6.9% |
1-06 |
0.7% |
68% |
False |
False |
228,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-12 |
|
2.618 |
168-06 |
|
1.618 |
166-08 |
|
1.000 |
165-02 |
|
0.618 |
164-10 |
|
HIGH |
163-04 |
|
0.618 |
162-12 |
|
0.500 |
162-05 |
|
0.382 |
161-30 |
|
LOW |
161-06 |
|
0.618 |
160-00 |
|
1.000 |
159-08 |
|
1.618 |
158-02 |
|
2.618 |
156-04 |
|
4.250 |
152-30 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-05 |
162-14 |
| PP |
161-29 |
162-03 |
| S1 |
161-22 |
161-25 |
|