ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
163-31 |
165-31 |
2-00 |
1.2% |
162-14 |
| High |
166-10 |
167-04 |
0-26 |
0.5% |
164-00 |
| Low |
163-26 |
165-03 |
1-09 |
0.8% |
161-06 |
| Close |
166-05 |
165-13 |
-0-24 |
-0.5% |
163-26 |
| Range |
2-16 |
2-01 |
-0-15 |
-18.8% |
2-26 |
| ATR |
1-14 |
1-16 |
0-01 |
2.9% |
0-00 |
| Volume |
507,648 |
489,314 |
-18,334 |
-3.6% |
1,665,357 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-31 |
170-23 |
166-17 |
|
| R3 |
169-30 |
168-22 |
165-31 |
|
| R2 |
167-29 |
167-29 |
165-25 |
|
| R1 |
166-21 |
166-21 |
165-19 |
166-09 |
| PP |
165-28 |
165-28 |
165-28 |
165-22 |
| S1 |
164-20 |
164-20 |
165-07 |
164-08 |
| S2 |
163-27 |
163-27 |
165-01 |
|
| S3 |
161-26 |
162-19 |
164-27 |
|
| S4 |
159-25 |
160-18 |
164-09 |
|
|
| 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 |
167-04 |
161-08 |
5-28 |
3.6% |
1-21 |
1.0% |
71% |
True |
False |
377,899 |
| 10 |
167-04 |
161-06 |
5-30 |
3.6% |
1-18 |
0.9% |
71% |
True |
False |
378,778 |
| 20 |
167-04 |
158-18 |
8-18 |
5.2% |
1-10 |
0.8% |
80% |
True |
False |
342,348 |
| 40 |
167-04 |
155-16 |
11-20 |
7.0% |
1-11 |
0.8% |
85% |
True |
False |
383,415 |
| 60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
87% |
True |
False |
260,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-24 |
|
2.618 |
172-14 |
|
1.618 |
170-13 |
|
1.000 |
169-05 |
|
0.618 |
168-12 |
|
HIGH |
167-04 |
|
0.618 |
166-11 |
|
0.500 |
166-04 |
|
0.382 |
165-28 |
|
LOW |
165-03 |
|
0.618 |
163-27 |
|
1.000 |
163-02 |
|
1.618 |
161-26 |
|
2.618 |
159-25 |
|
4.250 |
156-15 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
166-04 |
165-10 |
| PP |
165-28 |
165-06 |
| S1 |
165-21 |
165-03 |
|