ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
165-24 |
165-24 |
0-00 |
0.0% |
164-24 |
High |
166-06 |
165-28 |
-0-10 |
-0.2% |
166-06 |
Low |
165-18 |
165-08 |
-0-10 |
-0.2% |
164-17 |
Close |
165-24 |
165-26 |
0-02 |
0.0% |
165-24 |
Range |
0-20 |
0-20 |
0-00 |
0.0% |
1-21 |
ATR |
1-09 |
1-07 |
-0-01 |
-3.6% |
0-00 |
Volume |
236,381 |
371,334 |
134,953 |
57.1% |
1,630,063 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-17 |
167-09 |
166-05 |
|
R3 |
166-29 |
166-21 |
166-00 |
|
R2 |
166-09 |
166-09 |
165-30 |
|
R1 |
166-01 |
166-01 |
165-28 |
166-05 |
PP |
165-21 |
165-21 |
165-21 |
165-22 |
S1 |
165-13 |
165-13 |
165-24 |
165-17 |
S2 |
165-01 |
165-01 |
165-22 |
|
S3 |
164-13 |
164-25 |
165-20 |
|
S4 |
163-25 |
164-05 |
165-15 |
|
|
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% |
0-28 |
0.5% |
77% |
False |
False |
335,411 |
10 |
166-06 |
162-17 |
3-21 |
2.2% |
1-02 |
0.6% |
90% |
False |
False |
316,627 |
20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-06 |
0.7% |
73% |
False |
False |
323,513 |
40 |
167-04 |
158-27 |
8-09 |
5.0% |
1-10 |
0.8% |
84% |
False |
False |
335,730 |
60 |
167-04 |
155-16 |
11-20 |
7.0% |
1-10 |
0.8% |
89% |
False |
False |
344,482 |
80 |
167-04 |
153-28 |
13-08 |
8.0% |
1-09 |
0.8% |
90% |
False |
False |
291,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-17 |
2.618 |
167-16 |
1.618 |
166-28 |
1.000 |
166-16 |
0.618 |
166-08 |
HIGH |
165-28 |
0.618 |
165-20 |
0.500 |
165-18 |
0.382 |
165-16 |
LOW |
165-08 |
0.618 |
164-28 |
1.000 |
164-20 |
1.618 |
164-08 |
2.618 |
163-20 |
4.250 |
162-19 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
165-23 |
165-24 |
PP |
165-21 |
165-23 |
S1 |
165-18 |
165-21 |
|