ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
161-11 |
162-27 |
1-16 |
0.9% |
161-01 |
| High |
162-28 |
164-00 |
1-04 |
0.7% |
164-30 |
| Low |
161-08 |
162-25 |
1-17 |
0.9% |
160-19 |
| Close |
162-19 |
163-29 |
1-10 |
0.8% |
162-20 |
| Range |
1-20 |
1-07 |
-0-13 |
-25.0% |
4-11 |
| ATR |
1-13 |
1-13 |
0-00 |
0.0% |
0-00 |
| Volume |
320,547 |
334,958 |
14,411 |
4.5% |
1,533,807 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-07 |
166-25 |
164-18 |
|
| R3 |
166-00 |
165-18 |
164-08 |
|
| R2 |
164-25 |
164-25 |
164-04 |
|
| R1 |
164-11 |
164-11 |
164-01 |
164-18 |
| PP |
163-18 |
163-18 |
163-18 |
163-22 |
| S1 |
163-04 |
163-04 |
163-25 |
163-11 |
| S2 |
162-11 |
162-11 |
163-22 |
|
| S3 |
161-04 |
161-29 |
163-18 |
|
| S4 |
159-29 |
160-22 |
163-08 |
|
|
| 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 |
164-00 |
161-06 |
2-26 |
1.7% |
1-13 |
0.9% |
97% |
True |
False |
343,608 |
| 10 |
164-30 |
159-30 |
5-00 |
3.1% |
1-12 |
0.8% |
79% |
False |
False |
354,481 |
| 20 |
164-30 |
157-16 |
7-14 |
4.5% |
1-16 |
0.9% |
86% |
False |
False |
364,718 |
| 40 |
164-30 |
154-08 |
10-22 |
6.5% |
1-09 |
0.8% |
90% |
False |
False |
358,696 |
| 60 |
164-30 |
153-28 |
11-02 |
6.7% |
1-06 |
0.7% |
91% |
False |
False |
239,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-06 |
|
2.618 |
167-06 |
|
1.618 |
165-31 |
|
1.000 |
165-07 |
|
0.618 |
164-24 |
|
HIGH |
164-00 |
|
0.618 |
163-17 |
|
0.500 |
163-13 |
|
0.382 |
163-08 |
|
LOW |
162-25 |
|
0.618 |
162-01 |
|
1.000 |
161-18 |
|
1.618 |
160-26 |
|
2.618 |
159-19 |
|
4.250 |
157-19 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
163-15 |
| PP |
163-18 |
163-01 |
| S1 |
163-13 |
162-19 |
|