ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
164-05 |
164-04 |
-0-01 |
0.0% |
163-31 |
| High |
164-12 |
165-12 |
1-00 |
0.6% |
167-04 |
| Low |
163-14 |
163-23 |
0-09 |
0.2% |
163-09 |
| Close |
164-01 |
164-04 |
0-03 |
0.1% |
164-01 |
| Range |
0-30 |
1-21 |
0-23 |
76.7% |
3-27 |
| ATR |
1-17 |
1-17 |
0-00 |
0.6% |
0-00 |
| Volume |
245,056 |
246,951 |
1,895 |
0.8% |
2,009,212 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-12 |
168-13 |
165-01 |
|
| R3 |
167-23 |
166-24 |
164-19 |
|
| R2 |
166-02 |
166-02 |
164-14 |
|
| R1 |
165-03 |
165-03 |
164-09 |
164-30 |
| PP |
164-13 |
164-13 |
164-13 |
164-11 |
| S1 |
163-14 |
163-14 |
163-31 |
163-10 |
| S2 |
162-24 |
162-24 |
163-26 |
|
| S3 |
161-03 |
161-25 |
163-21 |
|
| S4 |
159-14 |
160-04 |
163-07 |
|
|
| 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% |
1-24 |
1.1% |
22% |
False |
False |
349,703 |
| 10 |
167-04 |
161-06 |
5-30 |
3.6% |
1-22 |
1.0% |
49% |
False |
False |
366,637 |
| 20 |
167-04 |
158-27 |
8-09 |
5.0% |
1-15 |
0.9% |
64% |
False |
False |
347,947 |
| 40 |
167-04 |
155-16 |
11-20 |
7.1% |
1-13 |
0.9% |
74% |
False |
False |
354,967 |
| 60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-10 |
0.8% |
77% |
False |
False |
281,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-13 |
|
2.618 |
169-23 |
|
1.618 |
168-02 |
|
1.000 |
167-01 |
|
0.618 |
166-13 |
|
HIGH |
165-12 |
|
0.618 |
164-24 |
|
0.500 |
164-18 |
|
0.382 |
164-11 |
|
LOW |
163-23 |
|
0.618 |
162-22 |
|
1.000 |
162-02 |
|
1.618 |
161-01 |
|
2.618 |
159-12 |
|
4.250 |
156-22 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-18 |
164-11 |
| PP |
164-13 |
164-08 |
| S1 |
164-09 |
164-06 |
|