ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
164-26 |
165-29 |
1-03 |
0.7% |
164-04 |
| High |
166-14 |
166-14 |
0-00 |
0.0% |
165-12 |
| Low |
164-14 |
165-17 |
1-03 |
0.7% |
163-23 |
| Close |
166-00 |
166-00 |
0-00 |
0.0% |
164-23 |
| Range |
2-00 |
0-29 |
-1-03 |
-54.7% |
1-21 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.7% |
0-00 |
| Volume |
339,811 |
275,605 |
-64,206 |
-18.9% |
1,601,076 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-23 |
168-08 |
166-16 |
|
| R3 |
167-26 |
167-11 |
166-08 |
|
| R2 |
166-29 |
166-29 |
166-05 |
|
| R1 |
166-14 |
166-14 |
166-03 |
166-21 |
| PP |
166-00 |
166-00 |
166-00 |
166-03 |
| S1 |
165-17 |
165-17 |
165-29 |
165-25 |
| S2 |
165-03 |
165-03 |
165-27 |
|
| S3 |
164-06 |
164-20 |
165-24 |
|
| S4 |
163-09 |
163-23 |
165-16 |
|
|
| 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 |
163-27 |
2-19 |
1.6% |
1-06 |
0.7% |
83% |
True |
False |
336,371 |
| 10 |
166-14 |
163-09 |
3-05 |
1.9% |
1-13 |
0.8% |
86% |
True |
False |
322,874 |
| 20 |
167-04 |
161-06 |
5-30 |
3.6% |
1-15 |
0.9% |
81% |
False |
False |
350,826 |
| 40 |
167-04 |
157-05 |
9-31 |
6.0% |
1-14 |
0.9% |
89% |
False |
False |
357,823 |
| 60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-09 |
0.8% |
92% |
False |
False |
313,947 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
92% |
False |
False |
235,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-09 |
|
2.618 |
168-26 |
|
1.618 |
167-29 |
|
1.000 |
167-11 |
|
0.618 |
167-00 |
|
HIGH |
166-14 |
|
0.618 |
166-03 |
|
0.500 |
166-00 |
|
0.382 |
165-28 |
|
LOW |
165-17 |
|
0.618 |
164-31 |
|
1.000 |
164-20 |
|
1.618 |
164-02 |
|
2.618 |
163-05 |
|
4.250 |
161-22 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
166-00 |
165-24 |
| PP |
166-00 |
165-16 |
| S1 |
166-00 |
165-09 |
|