ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
164-30 |
164-06 |
-0-24 |
-0.5% |
164-10 |
High |
164-30 |
164-26 |
-0-04 |
-0.1% |
165-11 |
Low |
164-01 |
164-05 |
0-04 |
0.1% |
163-06 |
Close |
164-09 |
164-23 |
0-14 |
0.3% |
164-09 |
Range |
0-29 |
0-21 |
-0-08 |
-27.6% |
2-05 |
ATR |
1-04 |
1-03 |
-0-01 |
-3.0% |
0-00 |
Volume |
269 |
1,486 |
1,217 |
452.4% |
2,983 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-17 |
166-09 |
165-03 |
|
R3 |
165-28 |
165-20 |
164-29 |
|
R2 |
165-07 |
165-07 |
164-27 |
|
R1 |
164-31 |
164-31 |
164-25 |
165-03 |
PP |
164-18 |
164-18 |
164-18 |
164-20 |
S1 |
164-10 |
164-10 |
164-21 |
164-14 |
S2 |
163-29 |
163-29 |
164-19 |
|
S3 |
163-08 |
163-21 |
164-17 |
|
S4 |
162-19 |
163-00 |
164-11 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170-24 |
169-21 |
165-15 |
|
R3 |
168-19 |
167-16 |
164-28 |
|
R2 |
166-14 |
166-14 |
164-22 |
|
R1 |
165-11 |
165-11 |
164-15 |
164-26 |
PP |
164-09 |
164-09 |
164-09 |
164-00 |
S1 |
163-06 |
163-06 |
164-03 |
162-21 |
S2 |
162-04 |
162-04 |
163-28 |
|
S3 |
159-31 |
161-01 |
163-22 |
|
S4 |
157-26 |
158-28 |
163-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-11 |
163-06 |
2-05 |
1.3% |
1-00 |
0.6% |
71% |
False |
False |
893 |
10 |
165-16 |
163-06 |
2-10 |
1.4% |
0-31 |
0.6% |
66% |
False |
False |
22,434 |
20 |
166-06 |
163-06 |
3-00 |
1.8% |
0-31 |
0.6% |
51% |
False |
False |
234,651 |
40 |
167-04 |
162-17 |
4-19 |
2.8% |
1-07 |
0.7% |
48% |
False |
False |
285,451 |
60 |
167-04 |
158-18 |
8-18 |
5.2% |
1-09 |
0.8% |
72% |
False |
False |
303,796 |
80 |
167-04 |
154-18 |
12-18 |
7.6% |
1-08 |
0.8% |
81% |
False |
False |
324,879 |
100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
82% |
False |
False |
260,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-19 |
2.618 |
166-17 |
1.618 |
165-28 |
1.000 |
165-15 |
0.618 |
165-07 |
HIGH |
164-26 |
0.618 |
164-18 |
0.500 |
164-16 |
0.382 |
164-13 |
LOW |
164-05 |
0.618 |
163-24 |
1.000 |
163-16 |
1.618 |
163-03 |
2.618 |
162-14 |
4.250 |
161-12 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
164-21 |
164-22 |
PP |
164-18 |
164-22 |
S1 |
164-16 |
164-21 |
|