ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 03-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
164-28 |
165-03 |
0-07 |
0.1% |
164-18 |
High |
165-06 |
165-16 |
0-10 |
0.2% |
165-16 |
Low |
164-23 |
164-03 |
-0-20 |
-0.4% |
164-02 |
Close |
164-31 |
164-15 |
-0-16 |
-0.3% |
164-15 |
Range |
0-15 |
1-13 |
0-30 |
200.0% |
1-14 |
ATR |
1-03 |
1-04 |
0-01 |
2.0% |
0-00 |
Volume |
4,008 |
2,046 |
-1,962 |
-49.0% |
219,871 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-29 |
168-03 |
165-08 |
|
R3 |
167-16 |
166-22 |
164-27 |
|
R2 |
166-03 |
166-03 |
164-23 |
|
R1 |
165-09 |
165-09 |
164-19 |
165-00 |
PP |
164-22 |
164-22 |
164-22 |
164-17 |
S1 |
163-28 |
163-28 |
164-11 |
163-19 |
S2 |
163-09 |
163-09 |
164-07 |
|
S3 |
161-28 |
162-15 |
164-03 |
|
S4 |
160-15 |
161-02 |
163-22 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-00 |
168-05 |
165-08 |
|
R3 |
167-18 |
166-23 |
164-28 |
|
R2 |
166-04 |
166-04 |
164-23 |
|
R1 |
165-09 |
165-09 |
164-19 |
165-00 |
PP |
164-22 |
164-22 |
164-22 |
164-17 |
S1 |
163-27 |
163-27 |
164-11 |
163-18 |
S2 |
163-08 |
163-08 |
164-07 |
|
S3 |
161-26 |
162-13 |
164-02 |
|
S4 |
160-12 |
160-31 |
163-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-16 |
164-02 |
1-14 |
0.9% |
0-31 |
0.6% |
28% |
True |
False |
43,974 |
10 |
165-28 |
163-11 |
2-17 |
1.5% |
0-31 |
0.6% |
44% |
False |
False |
305,850 |
20 |
166-06 |
162-17 |
3-21 |
2.2% |
1-01 |
0.6% |
53% |
False |
False |
306,439 |
40 |
167-04 |
161-06 |
5-30 |
3.6% |
1-08 |
0.8% |
55% |
False |
False |
326,974 |
60 |
167-04 |
157-12 |
9-24 |
5.9% |
1-10 |
0.8% |
73% |
False |
False |
337,993 |
80 |
167-04 |
153-28 |
13-08 |
8.1% |
1-08 |
0.8% |
80% |
False |
False |
325,203 |
100 |
167-04 |
153-28 |
13-08 |
8.1% |
1-07 |
0.7% |
80% |
False |
False |
260,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-15 |
2.618 |
169-06 |
1.618 |
167-25 |
1.000 |
166-29 |
0.618 |
166-12 |
HIGH |
165-16 |
0.618 |
164-31 |
0.500 |
164-26 |
0.382 |
164-20 |
LOW |
164-03 |
0.618 |
163-07 |
1.000 |
162-22 |
1.618 |
161-26 |
2.618 |
160-13 |
4.250 |
158-04 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
164-26 |
164-25 |
PP |
164-22 |
164-22 |
S1 |
164-19 |
164-18 |
|