ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
163-26 |
164-05 |
0-11 |
0.2% |
163-31 |
High |
165-00 |
164-12 |
-0-20 |
-0.4% |
167-04 |
Low |
163-09 |
163-14 |
0-05 |
0.1% |
163-09 |
Close |
164-16 |
164-01 |
-0-15 |
-0.3% |
164-01 |
Range |
1-23 |
0-30 |
-0-25 |
-45.5% |
3-27 |
ATR |
1-18 |
1-17 |
-0-01 |
-2.3% |
0-00 |
Volume |
313,108 |
245,056 |
-68,052 |
-21.7% |
2,009,212 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-24 |
166-11 |
164-18 |
|
R3 |
165-26 |
165-13 |
164-09 |
|
R2 |
164-28 |
164-28 |
164-07 |
|
R1 |
164-15 |
164-15 |
164-04 |
164-07 |
PP |
163-30 |
163-30 |
163-30 |
163-26 |
S1 |
163-17 |
163-17 |
163-30 |
163-09 |
S2 |
163-00 |
163-00 |
163-28 |
|
S3 |
162-02 |
162-19 |
163-25 |
|
S4 |
161-04 |
161-21 |
163-17 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-11 |
174-01 |
166-05 |
|
R3 |
172-16 |
170-06 |
165-03 |
|
R2 |
168-21 |
168-21 |
164-24 |
|
R1 |
166-11 |
166-11 |
164-12 |
167-16 |
PP |
164-26 |
164-26 |
164-26 |
165-13 |
S1 |
162-16 |
162-16 |
163-22 |
163-21 |
S2 |
160-31 |
160-31 |
163-10 |
|
S3 |
157-04 |
158-21 |
162-31 |
|
S4 |
153-09 |
154-26 |
161-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
167-04 |
163-09 |
3-27 |
2.3% |
1-29 |
1.2% |
20% |
False |
False |
401,842 |
10 |
167-04 |
161-06 |
5-30 |
3.6% |
1-20 |
1.0% |
48% |
False |
False |
367,456 |
20 |
167-04 |
158-18 |
8-18 |
5.2% |
1-14 |
0.9% |
64% |
False |
False |
353,283 |
40 |
167-04 |
155-16 |
11-20 |
7.1% |
1-12 |
0.8% |
73% |
False |
False |
357,182 |
60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-09 |
0.8% |
77% |
False |
False |
277,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-12 |
2.618 |
166-27 |
1.618 |
165-29 |
1.000 |
165-10 |
0.618 |
164-31 |
HIGH |
164-12 |
0.618 |
164-01 |
0.500 |
163-29 |
0.382 |
163-25 |
LOW |
163-14 |
0.618 |
162-27 |
1.000 |
162-16 |
1.618 |
161-29 |
2.618 |
160-31 |
4.250 |
159-14 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
164-00 |
164-16 |
PP |
163-30 |
164-11 |
S1 |
163-29 |
164-06 |
|