ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 05-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
166-01 |
166-06 |
0-05 |
0.1% |
164-04 |
High |
167-00 |
166-18 |
-0-14 |
-0.3% |
165-12 |
Low |
165-12 |
165-16 |
0-04 |
0.1% |
163-23 |
Close |
166-06 |
165-22 |
-0-16 |
-0.3% |
164-23 |
Range |
1-20 |
1-02 |
-0-18 |
-34.6% |
1-21 |
ATR |
1-14 |
1-13 |
-0-01 |
-1.9% |
0-00 |
Volume |
419,510 |
275,103 |
-144,407 |
-34.4% |
1,601,076 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-03 |
168-15 |
166-09 |
|
R3 |
168-01 |
167-13 |
165-31 |
|
R2 |
166-31 |
166-31 |
165-28 |
|
R1 |
166-11 |
166-11 |
165-25 |
166-04 |
PP |
165-29 |
165-29 |
165-29 |
165-26 |
S1 |
165-09 |
165-09 |
165-19 |
165-02 |
S2 |
164-27 |
164-27 |
165-16 |
|
S3 |
163-25 |
164-07 |
165-13 |
|
S4 |
162-23 |
163-05 |
165-03 |
|
|
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 |
167-00 |
164-03 |
2-29 |
1.8% |
1-10 |
0.8% |
55% |
False |
False |
343,046 |
10 |
167-00 |
163-14 |
3-18 |
2.2% |
1-08 |
0.8% |
63% |
False |
False |
315,616 |
20 |
167-04 |
161-06 |
5-30 |
3.6% |
1-15 |
0.9% |
76% |
False |
False |
343,769 |
40 |
167-04 |
157-12 |
9-24 |
5.9% |
1-14 |
0.9% |
85% |
False |
False |
357,222 |
60 |
167-04 |
153-28 |
13-08 |
8.0% |
1-10 |
0.8% |
89% |
False |
False |
325,491 |
80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-08 |
0.8% |
89% |
False |
False |
244,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-02 |
2.618 |
169-11 |
1.618 |
168-09 |
1.000 |
167-20 |
0.618 |
167-07 |
HIGH |
166-18 |
0.618 |
166-05 |
0.500 |
166-01 |
0.382 |
165-29 |
LOW |
165-16 |
0.618 |
164-27 |
1.000 |
164-14 |
1.618 |
163-25 |
2.618 |
162-23 |
4.250 |
161-00 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
166-01 |
166-06 |
PP |
165-29 |
166-01 |
S1 |
165-26 |
165-27 |
|