ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
164-28 |
164-04 |
-0-24 |
-0.5% |
164-04 |
High |
164-31 |
165-00 |
0-01 |
0.0% |
165-12 |
Low |
163-27 |
164-03 |
0-08 |
0.2% |
163-23 |
Close |
164-05 |
164-23 |
0-18 |
0.3% |
164-23 |
Range |
1-04 |
0-29 |
-0-07 |
-19.4% |
1-21 |
ATR |
1-15 |
1-14 |
-0-01 |
-2.7% |
0-00 |
Volume |
332,738 |
405,203 |
72,465 |
21.8% |
1,601,076 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-10 |
166-30 |
165-07 |
|
R3 |
166-13 |
166-01 |
164-31 |
|
R2 |
165-16 |
165-16 |
164-28 |
|
R1 |
165-04 |
165-04 |
164-26 |
165-10 |
PP |
164-19 |
164-19 |
164-19 |
164-23 |
S1 |
164-07 |
164-07 |
164-20 |
164-13 |
S2 |
163-22 |
163-22 |
164-18 |
|
S3 |
162-25 |
163-10 |
164-15 |
|
S4 |
161-28 |
162-13 |
164-07 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-18 |
168-26 |
165-20 |
|
R3 |
167-29 |
167-05 |
165-06 |
|
R2 |
166-08 |
166-08 |
165-01 |
|
R1 |
165-16 |
165-16 |
164-28 |
165-28 |
PP |
164-19 |
164-19 |
164-19 |
164-26 |
S1 |
163-27 |
163-27 |
164-18 |
164-07 |
S2 |
162-30 |
162-30 |
164-13 |
|
S3 |
161-09 |
162-06 |
164-08 |
|
S4 |
159-20 |
160-17 |
163-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-12 |
163-23 |
1-21 |
1.0% |
1-07 |
0.7% |
60% |
False |
False |
320,215 |
10 |
167-04 |
163-09 |
3-27 |
2.3% |
1-18 |
0.9% |
37% |
False |
False |
361,028 |
20 |
167-04 |
160-13 |
6-23 |
4.1% |
1-16 |
0.9% |
64% |
False |
False |
355,618 |
40 |
167-04 |
155-26 |
11-10 |
6.9% |
1-14 |
0.9% |
79% |
False |
False |
357,816 |
60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-09 |
0.8% |
82% |
False |
False |
303,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-27 |
2.618 |
167-12 |
1.618 |
166-15 |
1.000 |
165-29 |
0.618 |
165-18 |
HIGH |
165-00 |
0.618 |
164-21 |
0.500 |
164-18 |
0.382 |
164-14 |
LOW |
164-03 |
0.618 |
163-17 |
1.000 |
163-06 |
1.618 |
162-20 |
2.618 |
161-23 |
4.250 |
160-08 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
164-21 |
164-20 |
PP |
164-19 |
164-18 |
S1 |
164-18 |
164-15 |
|