ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
166-06 |
165-17 |
-0-21 |
-0.4% |
164-26 |
| High |
166-18 |
165-21 |
-0-29 |
-0.5% |
167-00 |
| Low |
165-16 |
163-26 |
-1-22 |
-1.0% |
163-26 |
| Close |
165-22 |
164-06 |
-1-16 |
-0.9% |
164-06 |
| Range |
1-02 |
1-27 |
0-25 |
73.5% |
3-06 |
| ATR |
1-13 |
1-14 |
0-01 |
2.3% |
0-00 |
| Volume |
275,103 |
364,504 |
89,401 |
32.5% |
1,674,533 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-03 |
168-31 |
165-06 |
|
| R3 |
168-08 |
167-04 |
164-22 |
|
| R2 |
166-13 |
166-13 |
164-17 |
|
| R1 |
165-09 |
165-09 |
164-11 |
164-30 |
| PP |
164-18 |
164-18 |
164-18 |
164-12 |
| S1 |
163-14 |
163-14 |
164-01 |
163-02 |
| S2 |
162-23 |
162-23 |
163-27 |
|
| S3 |
160-28 |
161-19 |
163-22 |
|
| S4 |
159-01 |
159-24 |
163-06 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-18 |
172-18 |
165-30 |
|
| R3 |
171-12 |
169-12 |
165-02 |
|
| R2 |
168-06 |
168-06 |
164-25 |
|
| R1 |
166-06 |
166-06 |
164-15 |
165-19 |
| PP |
165-00 |
165-00 |
165-00 |
164-22 |
| S1 |
163-00 |
163-00 |
163-29 |
162-13 |
| S2 |
161-26 |
161-26 |
163-19 |
|
| S3 |
158-20 |
159-26 |
163-10 |
|
| S4 |
155-14 |
156-20 |
162-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-00 |
163-26 |
3-06 |
1.9% |
1-16 |
0.9% |
12% |
False |
True |
334,906 |
| 10 |
167-00 |
163-23 |
3-09 |
2.0% |
1-11 |
0.8% |
14% |
False |
False |
327,560 |
| 20 |
167-04 |
161-06 |
5-30 |
3.6% |
1-15 |
0.9% |
51% |
False |
False |
347,508 |
| 40 |
167-04 |
157-12 |
9-24 |
5.9% |
1-14 |
0.9% |
70% |
False |
False |
353,770 |
| 60 |
167-04 |
153-28 |
13-08 |
8.1% |
1-10 |
0.8% |
78% |
False |
False |
331,458 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-09 |
0.8% |
78% |
False |
False |
248,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-16 |
|
2.618 |
170-15 |
|
1.618 |
168-20 |
|
1.000 |
167-16 |
|
0.618 |
166-25 |
|
HIGH |
165-21 |
|
0.618 |
164-30 |
|
0.500 |
164-24 |
|
0.382 |
164-17 |
|
LOW |
163-26 |
|
0.618 |
162-22 |
|
1.000 |
161-31 |
|
1.618 |
160-27 |
|
2.618 |
159-00 |
|
4.250 |
155-31 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-24 |
165-13 |
| PP |
164-18 |
165-00 |
| S1 |
164-12 |
164-19 |
|