ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-02 |
163-04 |
0-02 |
0.0% |
163-28 |
| High |
163-14 |
164-26 |
1-12 |
0.8% |
164-26 |
| Low |
162-18 |
163-00 |
0-14 |
0.3% |
162-17 |
| Close |
162-29 |
164-13 |
1-16 |
0.9% |
164-13 |
| Range |
0-28 |
1-26 |
0-30 |
107.1% |
2-09 |
| ATR |
1-11 |
1-12 |
0-01 |
3.0% |
0-00 |
| Volume |
290,482 |
263,382 |
-27,100 |
-9.3% |
1,440,218 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-16 |
168-25 |
165-13 |
|
| R3 |
167-22 |
166-31 |
164-29 |
|
| R2 |
165-28 |
165-28 |
164-24 |
|
| R1 |
165-05 |
165-05 |
164-18 |
165-17 |
| PP |
164-02 |
164-02 |
164-02 |
164-08 |
| S1 |
163-11 |
163-11 |
164-08 |
163-23 |
| S2 |
162-08 |
162-08 |
164-02 |
|
| S3 |
160-14 |
161-17 |
163-29 |
|
| S4 |
158-20 |
159-23 |
163-13 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-24 |
169-28 |
165-21 |
|
| R3 |
168-15 |
167-19 |
165-01 |
|
| R2 |
166-06 |
166-06 |
164-26 |
|
| R1 |
165-10 |
165-10 |
164-20 |
165-24 |
| PP |
163-29 |
163-29 |
163-29 |
164-05 |
| S1 |
163-01 |
163-01 |
164-06 |
163-15 |
| S2 |
161-20 |
161-20 |
164-00 |
|
| S3 |
159-11 |
160-24 |
163-25 |
|
| S4 |
157-02 |
158-15 |
163-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-26 |
162-17 |
2-09 |
1.4% |
1-07 |
0.7% |
82% |
True |
False |
288,043 |
| 10 |
167-00 |
162-17 |
4-15 |
2.7% |
1-11 |
0.8% |
42% |
False |
False |
311,475 |
| 20 |
167-04 |
162-17 |
4-19 |
2.8% |
1-15 |
0.9% |
41% |
False |
False |
336,251 |
| 40 |
167-04 |
158-18 |
8-18 |
5.2% |
1-13 |
0.9% |
68% |
False |
False |
338,368 |
| 60 |
167-04 |
154-18 |
12-18 |
7.6% |
1-10 |
0.8% |
78% |
False |
False |
354,956 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-09 |
0.8% |
79% |
False |
False |
266,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-16 |
|
2.618 |
169-18 |
|
1.618 |
167-24 |
|
1.000 |
166-20 |
|
0.618 |
165-30 |
|
HIGH |
164-26 |
|
0.618 |
164-04 |
|
0.500 |
163-29 |
|
0.382 |
163-22 |
|
LOW |
163-00 |
|
0.618 |
161-28 |
|
1.000 |
161-06 |
|
1.618 |
160-02 |
|
2.618 |
158-08 |
|
4.250 |
155-10 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-08 |
164-05 |
| PP |
164-02 |
163-29 |
| S1 |
163-29 |
163-22 |
|