ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
163-04 |
164-24 |
1-20 |
1.0% |
163-28 |
| High |
164-26 |
165-26 |
1-00 |
0.6% |
164-26 |
| Low |
163-00 |
164-20 |
1-20 |
1.0% |
162-17 |
| Close |
164-13 |
165-04 |
0-23 |
0.4% |
164-13 |
| Range |
1-26 |
1-06 |
-0-20 |
-34.5% |
2-09 |
| ATR |
1-12 |
1-12 |
0-00 |
0.1% |
0-00 |
| Volume |
263,382 |
324,340 |
60,958 |
23.1% |
1,440,218 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-24 |
168-04 |
165-25 |
|
| R3 |
167-18 |
166-30 |
165-14 |
|
| R2 |
166-12 |
166-12 |
165-11 |
|
| R1 |
165-24 |
165-24 |
165-07 |
166-02 |
| PP |
165-06 |
165-06 |
165-06 |
165-11 |
| S1 |
164-18 |
164-18 |
165-01 |
164-28 |
| S2 |
164-00 |
164-00 |
164-29 |
|
| S3 |
162-26 |
163-12 |
164-26 |
|
| S4 |
161-20 |
162-06 |
164-15 |
|
|
| 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 |
165-26 |
162-17 |
3-09 |
2.0% |
1-07 |
0.7% |
79% |
True |
False |
297,844 |
| 10 |
167-00 |
162-17 |
4-15 |
2.7% |
1-09 |
0.8% |
58% |
False |
False |
309,928 |
| 20 |
167-04 |
162-17 |
4-19 |
2.8% |
1-13 |
0.8% |
56% |
False |
False |
327,086 |
| 40 |
167-04 |
158-18 |
8-18 |
5.2% |
1-13 |
0.8% |
77% |
False |
False |
333,845 |
| 60 |
167-04 |
155-11 |
11-25 |
7.1% |
1-11 |
0.8% |
83% |
False |
False |
359,270 |
| 80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-09 |
0.8% |
85% |
False |
False |
270,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-28 |
|
2.618 |
168-29 |
|
1.618 |
167-23 |
|
1.000 |
167-00 |
|
0.618 |
166-17 |
|
HIGH |
165-26 |
|
0.618 |
165-11 |
|
0.500 |
165-07 |
|
0.382 |
165-03 |
|
LOW |
164-20 |
|
0.618 |
163-29 |
|
1.000 |
163-14 |
|
1.618 |
162-23 |
|
2.618 |
161-17 |
|
4.250 |
159-18 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
165-07 |
164-26 |
| PP |
165-06 |
164-16 |
| S1 |
165-05 |
164-06 |
|