ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
162-27 |
163-28 |
1-01 |
0.6% |
162-14 |
| High |
164-00 |
163-31 |
-0-01 |
0.0% |
164-00 |
| Low |
162-25 |
163-02 |
0-09 |
0.2% |
161-06 |
| Close |
163-29 |
163-26 |
-0-03 |
-0.1% |
163-26 |
| Range |
1-07 |
0-29 |
-0-10 |
-25.6% |
2-26 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.5% |
0-00 |
| Volume |
334,958 |
237,028 |
-97,930 |
-29.2% |
1,665,357 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-11 |
165-31 |
164-10 |
|
| R3 |
165-14 |
165-02 |
164-02 |
|
| R2 |
164-17 |
164-17 |
163-31 |
|
| R1 |
164-05 |
164-05 |
163-29 |
163-29 |
| PP |
163-20 |
163-20 |
163-20 |
163-15 |
| S1 |
163-08 |
163-08 |
163-23 |
162-31 |
| S2 |
162-23 |
162-23 |
163-21 |
|
| S3 |
161-26 |
162-11 |
163-18 |
|
| S4 |
160-29 |
161-14 |
163-10 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-14 |
170-14 |
165-12 |
|
| R3 |
168-20 |
167-20 |
164-19 |
|
| R2 |
165-26 |
165-26 |
164-10 |
|
| R1 |
164-26 |
164-26 |
164-02 |
165-10 |
| PP |
163-00 |
163-00 |
163-00 |
163-08 |
| S1 |
162-00 |
162-00 |
163-18 |
162-16 |
| S2 |
160-06 |
160-06 |
163-10 |
|
| S3 |
157-12 |
159-06 |
163-01 |
|
| S4 |
154-18 |
156-12 |
162-08 |
|
|
| 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% |
1-10 |
0.8% |
93% |
False |
False |
333,071 |
| 10 |
164-30 |
160-13 |
4-17 |
2.8% |
1-13 |
0.9% |
75% |
False |
False |
350,208 |
| 20 |
164-30 |
158-18 |
6-12 |
3.9% |
1-12 |
0.8% |
82% |
False |
False |
340,484 |
| 40 |
164-30 |
154-18 |
10-12 |
6.3% |
1-08 |
0.8% |
89% |
False |
False |
364,308 |
| 60 |
164-30 |
153-28 |
11-02 |
6.8% |
1-07 |
0.7% |
90% |
False |
False |
243,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-26 |
|
2.618 |
166-11 |
|
1.618 |
165-14 |
|
1.000 |
164-28 |
|
0.618 |
164-17 |
|
HIGH |
163-31 |
|
0.618 |
163-20 |
|
0.500 |
163-17 |
|
0.382 |
163-13 |
|
LOW |
163-02 |
|
0.618 |
162-16 |
|
1.000 |
162-05 |
|
1.618 |
161-19 |
|
2.618 |
160-22 |
|
4.250 |
159-07 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-23 |
163-13 |
| PP |
163-20 |
163-01 |
| S1 |
163-17 |
162-20 |
|