ECBOT 30 Year Treasury Bond Future September 2021
Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
164-06 |
164-16 |
0-10 |
0.2% |
164-10 |
High |
164-26 |
166-07 |
1-13 |
0.9% |
165-11 |
Low |
164-05 |
164-06 |
0-01 |
0.0% |
163-06 |
Close |
164-23 |
165-28 |
1-05 |
0.7% |
164-09 |
Range |
0-21 |
2-01 |
1-12 |
209.6% |
2-05 |
ATR |
1-03 |
1-05 |
0-02 |
6.1% |
0-00 |
Volume |
1,486 |
1,687 |
201 |
13.5% |
2,983 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-17 |
170-23 |
167-00 |
|
R3 |
169-16 |
168-22 |
166-14 |
|
R2 |
167-15 |
167-15 |
166-08 |
|
R1 |
166-21 |
166-21 |
166-02 |
167-02 |
PP |
165-14 |
165-14 |
165-14 |
165-20 |
S1 |
164-20 |
164-20 |
165-22 |
165-01 |
S2 |
163-13 |
163-13 |
165-16 |
|
S3 |
161-12 |
162-19 |
165-10 |
|
S4 |
159-11 |
160-18 |
164-24 |
|
|
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 |
166-07 |
163-11 |
2-28 |
1.7% |
1-06 |
0.7% |
88% |
True |
False |
1,034 |
10 |
166-07 |
163-06 |
3-01 |
1.8% |
1-03 |
0.7% |
89% |
True |
False |
6,515 |
20 |
166-07 |
163-06 |
3-01 |
1.8% |
1-01 |
0.6% |
89% |
True |
False |
218,519 |
40 |
167-04 |
162-17 |
4-19 |
2.8% |
1-07 |
0.7% |
73% |
False |
False |
272,802 |
60 |
167-04 |
158-18 |
8-18 |
5.2% |
1-09 |
0.8% |
85% |
False |
False |
295,403 |
80 |
167-04 |
155-11 |
11-25 |
7.1% |
1-08 |
0.8% |
89% |
False |
False |
324,082 |
100 |
167-04 |
153-28 |
13-08 |
8.0% |
1-07 |
0.7% |
91% |
False |
False |
260,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-27 |
2.618 |
171-17 |
1.618 |
169-16 |
1.000 |
168-08 |
0.618 |
167-15 |
HIGH |
166-07 |
0.618 |
165-14 |
0.500 |
165-07 |
0.382 |
164-31 |
LOW |
164-06 |
0.618 |
162-30 |
1.000 |
162-05 |
1.618 |
160-29 |
2.618 |
158-28 |
4.250 |
155-18 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
165-21 |
165-20 |
PP |
165-14 |
165-12 |
S1 |
165-07 |
165-04 |
|