ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
165-07 |
165-24 |
0-17 |
0.3% |
164-24 |
High |
166-06 |
166-06 |
0-00 |
0.0% |
166-06 |
Low |
165-04 |
165-18 |
0-14 |
0.3% |
164-17 |
Close |
165-26 |
165-24 |
-0-02 |
0.0% |
165-24 |
Range |
1-02 |
0-20 |
-0-14 |
-41.2% |
1-21 |
ATR |
1-10 |
1-09 |
-0-02 |
-3.8% |
0-00 |
Volume |
403,452 |
236,381 |
-167,071 |
-41.4% |
1,630,063 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-23 |
167-11 |
166-03 |
|
R3 |
167-03 |
166-23 |
165-30 |
|
R2 |
166-15 |
166-15 |
165-28 |
|
R1 |
166-03 |
166-03 |
165-26 |
166-02 |
PP |
165-27 |
165-27 |
165-27 |
165-26 |
S1 |
165-15 |
165-15 |
165-22 |
165-14 |
S2 |
165-07 |
165-07 |
165-20 |
|
S3 |
164-19 |
164-27 |
165-18 |
|
S4 |
163-31 |
164-07 |
165-13 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-15 |
169-24 |
166-21 |
|
R3 |
168-26 |
168-03 |
166-07 |
|
R2 |
167-05 |
167-05 |
166-02 |
|
R1 |
166-14 |
166-14 |
165-29 |
166-25 |
PP |
165-16 |
165-16 |
165-16 |
165-21 |
S1 |
164-25 |
164-25 |
165-19 |
165-05 |
S2 |
163-27 |
163-27 |
165-14 |
|
S3 |
162-06 |
163-04 |
165-09 |
|
S4 |
160-17 |
161-15 |
164-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166-06 |
164-17 |
1-21 |
1.0% |
1-00 |
0.6% |
74% |
True |
False |
326,012 |
10 |
166-06 |
162-17 |
3-21 |
2.2% |
1-03 |
0.7% |
88% |
True |
False |
307,028 |
20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-07 |
0.7% |
72% |
False |
False |
317,294 |
40 |
167-04 |
158-18 |
8-18 |
5.2% |
1-11 |
0.8% |
84% |
False |
False |
335,288 |
60 |
167-04 |
155-16 |
11-20 |
7.0% |
1-11 |
0.8% |
88% |
False |
False |
343,886 |
80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-09 |
0.8% |
90% |
False |
False |
287,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-27 |
2.618 |
167-26 |
1.618 |
167-06 |
1.000 |
166-26 |
0.618 |
166-18 |
HIGH |
166-06 |
0.618 |
165-30 |
0.500 |
165-28 |
0.382 |
165-26 |
LOW |
165-18 |
0.618 |
165-06 |
1.000 |
164-30 |
1.618 |
164-18 |
2.618 |
163-30 |
4.250 |
162-29 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
165-28 |
165-20 |
PP |
165-27 |
165-16 |
S1 |
165-25 |
165-12 |
|