ECBOT 30 Year Treasury Bond Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
163-13 |
164-01 |
0-20 |
0.4% |
164-18 |
| High |
164-08 |
165-11 |
1-03 |
0.7% |
165-16 |
| Low |
163-11 |
163-31 |
0-20 |
0.4% |
164-02 |
| Close |
164-05 |
165-04 |
0-31 |
0.6% |
164-15 |
| Range |
0-29 |
1-12 |
0-15 |
51.7% |
1-14 |
| ATR |
1-04 |
1-04 |
0-01 |
1.7% |
0-00 |
| Volume |
1,463 |
269 |
-1,194 |
-81.6% |
219,871 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-30 |
168-13 |
165-28 |
|
| R3 |
167-18 |
167-01 |
165-16 |
|
| R2 |
166-06 |
166-06 |
165-12 |
|
| R1 |
165-21 |
165-21 |
165-08 |
165-30 |
| PP |
164-26 |
164-26 |
164-26 |
164-30 |
| S1 |
164-09 |
164-09 |
165-00 |
164-18 |
| S2 |
163-14 |
163-14 |
164-28 |
|
| S3 |
162-02 |
162-29 |
164-24 |
|
| S4 |
160-22 |
161-17 |
164-12 |
|
|
| 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 |
163-06 |
2-10 |
1.4% |
1-02 |
0.6% |
84% |
False |
False |
1,753 |
| 10 |
165-16 |
163-06 |
2-10 |
1.4% |
1-00 |
0.6% |
84% |
False |
False |
141,321 |
| 20 |
166-06 |
162-18 |
3-20 |
2.2% |
1-01 |
0.6% |
71% |
False |
False |
262,257 |
| 40 |
167-04 |
162-17 |
4-19 |
2.8% |
1-07 |
0.7% |
56% |
False |
False |
299,707 |
| 60 |
167-04 |
157-12 |
9-24 |
5.9% |
1-10 |
0.8% |
79% |
False |
False |
323,520 |
| 80 |
167-04 |
154-08 |
12-28 |
7.8% |
1-08 |
0.8% |
84% |
False |
False |
325,077 |
| 100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
85% |
False |
False |
260,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-06 |
|
2.618 |
168-30 |
|
1.618 |
167-18 |
|
1.000 |
166-23 |
|
0.618 |
166-06 |
|
HIGH |
165-11 |
|
0.618 |
164-26 |
|
0.500 |
164-21 |
|
0.382 |
164-16 |
|
LOW |
163-31 |
|
0.618 |
163-04 |
|
1.000 |
162-19 |
|
1.618 |
161-24 |
|
2.618 |
160-12 |
|
4.250 |
158-04 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-31 |
164-27 |
| PP |
164-26 |
164-18 |
| S1 |
164-21 |
164-09 |
|