ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
164-04 |
164-26 |
0-22 |
0.4% |
164-04 |
| High |
165-00 |
166-14 |
1-14 |
0.9% |
165-12 |
| Low |
164-03 |
164-14 |
0-11 |
0.2% |
163-23 |
| Close |
164-23 |
166-00 |
1-09 |
0.8% |
164-23 |
| Range |
0-29 |
2-00 |
1-03 |
120.7% |
1-21 |
| ATR |
1-14 |
1-15 |
0-01 |
2.9% |
0-00 |
| Volume |
405,203 |
339,811 |
-65,392 |
-16.1% |
1,601,076 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-20 |
170-26 |
167-03 |
|
| R3 |
169-20 |
168-26 |
166-18 |
|
| R2 |
167-20 |
167-20 |
166-12 |
|
| R1 |
166-26 |
166-26 |
166-06 |
167-07 |
| PP |
165-20 |
165-20 |
165-20 |
165-26 |
| S1 |
164-26 |
164-26 |
165-26 |
165-07 |
| S2 |
163-20 |
163-20 |
165-20 |
|
| S3 |
161-20 |
162-26 |
165-14 |
|
| S4 |
159-20 |
160-26 |
164-29 |
|
|
| 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 |
166-14 |
163-24 |
2-22 |
1.6% |
1-09 |
0.8% |
84% |
True |
False |
338,787 |
| 10 |
167-04 |
163-09 |
3-27 |
2.3% |
1-16 |
0.9% |
71% |
False |
False |
344,245 |
| 20 |
167-04 |
160-19 |
6-17 |
3.9% |
1-17 |
0.9% |
83% |
False |
False |
357,463 |
| 40 |
167-04 |
156-31 |
10-05 |
6.1% |
1-14 |
0.9% |
89% |
False |
False |
356,250 |
| 60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-10 |
0.8% |
92% |
False |
False |
309,385 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
92% |
False |
False |
232,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-30 |
|
2.618 |
171-22 |
|
1.618 |
169-22 |
|
1.000 |
168-14 |
|
0.618 |
167-22 |
|
HIGH |
166-14 |
|
0.618 |
165-22 |
|
0.500 |
165-14 |
|
0.382 |
165-06 |
|
LOW |
164-14 |
|
0.618 |
163-06 |
|
1.000 |
162-14 |
|
1.618 |
161-06 |
|
2.618 |
159-06 |
|
4.250 |
155-30 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
165-26 |
165-23 |
| PP |
165-20 |
165-14 |
| S1 |
165-14 |
165-05 |
|