ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
163-26 |
164-26 |
1-00 |
0.6% |
163-31 |
| High |
165-03 |
165-03 |
0-00 |
0.0% |
167-04 |
| Low |
163-24 |
164-02 |
0-10 |
0.2% |
163-09 |
| Close |
165-00 |
164-12 |
-0-20 |
-0.4% |
164-01 |
| Range |
1-11 |
1-01 |
-0-10 |
-23.3% |
3-27 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.3% |
0-00 |
| Volume |
287,686 |
328,498 |
40,812 |
14.2% |
2,009,212 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-19 |
167-01 |
164-30 |
|
| R3 |
166-18 |
166-00 |
164-21 |
|
| R2 |
165-17 |
165-17 |
164-18 |
|
| R1 |
164-31 |
164-31 |
164-15 |
164-24 |
| PP |
164-16 |
164-16 |
164-16 |
164-13 |
| S1 |
163-30 |
163-30 |
164-09 |
163-22 |
| S2 |
163-15 |
163-15 |
164-06 |
|
| S3 |
162-14 |
162-29 |
164-03 |
|
| S4 |
161-13 |
161-28 |
163-26 |
|
|
| 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 |
165-12 |
163-09 |
2-03 |
1.3% |
1-11 |
0.8% |
52% |
False |
False |
284,259 |
| 10 |
167-04 |
162-25 |
4-11 |
2.6% |
1-18 |
1.0% |
37% |
False |
False |
344,433 |
| 20 |
167-04 |
159-30 |
7-06 |
4.4% |
1-15 |
0.9% |
62% |
False |
False |
353,119 |
| 40 |
167-04 |
155-26 |
11-10 |
6.9% |
1-13 |
0.9% |
76% |
False |
False |
351,898 |
| 60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-10 |
0.8% |
79% |
False |
False |
291,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-15 |
|
2.618 |
167-25 |
|
1.618 |
166-24 |
|
1.000 |
166-04 |
|
0.618 |
165-23 |
|
HIGH |
165-03 |
|
0.618 |
164-22 |
|
0.500 |
164-19 |
|
0.382 |
164-15 |
|
LOW |
164-02 |
|
0.618 |
163-14 |
|
1.000 |
163-01 |
|
1.618 |
162-13 |
|
2.618 |
161-12 |
|
4.250 |
159-22 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-19 |
164-18 |
| PP |
164-16 |
164-16 |
| S1 |
164-14 |
164-14 |
|