ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
164-18 |
165-02 |
0-16 |
0.3% |
165-24 |
| High |
165-07 |
165-12 |
0-05 |
0.1% |
165-28 |
| Low |
164-14 |
164-09 |
-0-05 |
-0.1% |
163-11 |
| Close |
165-01 |
164-17 |
-0-16 |
-0.3% |
164-16 |
| Range |
0-25 |
1-03 |
0-10 |
40.0% |
2-17 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.4% |
0-00 |
| Volume |
160,873 |
32,875 |
-127,998 |
-79.6% |
2,838,635 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
167-12 |
165-04 |
|
| R3 |
166-29 |
166-09 |
164-27 |
|
| R2 |
165-26 |
165-26 |
164-23 |
|
| R1 |
165-06 |
165-06 |
164-20 |
164-31 |
| PP |
164-23 |
164-23 |
164-23 |
164-20 |
| S1 |
164-03 |
164-03 |
164-14 |
163-28 |
| S2 |
163-20 |
163-20 |
164-11 |
|
| S3 |
162-17 |
163-00 |
164-07 |
|
| S4 |
161-14 |
161-29 |
163-30 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-05 |
170-28 |
165-29 |
|
| R3 |
169-20 |
168-11 |
165-06 |
|
| R2 |
167-03 |
167-03 |
164-31 |
|
| R1 |
165-26 |
165-26 |
164-23 |
165-06 |
| PP |
164-18 |
164-18 |
164-18 |
164-09 |
| S1 |
163-09 |
163-09 |
164-09 |
162-21 |
| S2 |
162-01 |
162-01 |
164-01 |
|
| S3 |
159-16 |
160-24 |
163-26 |
|
| S4 |
156-31 |
158-07 |
163-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-12 |
163-11 |
2-01 |
1.2% |
1-01 |
0.6% |
58% |
True |
False |
432,395 |
| 10 |
166-06 |
163-11 |
2-27 |
1.7% |
0-30 |
0.6% |
42% |
False |
False |
402,758 |
| 20 |
167-00 |
162-17 |
4-15 |
2.7% |
1-04 |
0.7% |
45% |
False |
False |
358,089 |
| 40 |
167-04 |
161-06 |
5-30 |
3.6% |
1-10 |
0.8% |
56% |
False |
False |
354,457 |
| 60 |
167-04 |
157-05 |
9-31 |
6.1% |
1-11 |
0.8% |
74% |
False |
False |
357,911 |
| 80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
80% |
False |
False |
324,983 |
| 100 |
167-04 |
153-28 |
13-08 |
8.1% |
1-07 |
0.7% |
80% |
False |
False |
260,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-01 |
|
2.618 |
168-08 |
|
1.618 |
167-05 |
|
1.000 |
166-15 |
|
0.618 |
166-02 |
|
HIGH |
165-12 |
|
0.618 |
164-31 |
|
0.500 |
164-27 |
|
0.382 |
164-22 |
|
LOW |
164-09 |
|
0.618 |
163-19 |
|
1.000 |
163-06 |
|
1.618 |
162-16 |
|
2.618 |
161-13 |
|
4.250 |
159-20 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-27 |
164-19 |
| PP |
164-23 |
164-18 |
| S1 |
164-20 |
164-18 |
|