ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
163-02 |
164-02 |
1-00 |
0.6% |
162-25 |
| High |
164-22 |
164-24 |
0-02 |
0.0% |
163-27 |
| Low |
162-18 |
163-16 |
0-30 |
0.6% |
161-20 |
| Close |
164-10 |
163-27 |
-0-15 |
-0.3% |
162-23 |
| Range |
2-04 |
1-08 |
-0-28 |
-41.2% |
2-07 |
| ATR |
1-06 |
1-06 |
0-00 |
0.4% |
0-00 |
| Volume |
492,693 |
358,753 |
-133,940 |
-27.2% |
1,377,565 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-25 |
167-02 |
164-17 |
|
| R3 |
166-17 |
165-26 |
164-06 |
|
| R2 |
165-09 |
165-09 |
164-02 |
|
| R1 |
164-18 |
164-18 |
163-31 |
164-10 |
| PP |
164-01 |
164-01 |
164-01 |
163-29 |
| S1 |
163-10 |
163-10 |
163-23 |
163-02 |
| S2 |
162-25 |
162-25 |
163-20 |
|
| S3 |
161-17 |
162-02 |
163-16 |
|
| S4 |
160-09 |
160-26 |
163-05 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-12 |
168-09 |
163-30 |
|
| R3 |
167-05 |
166-02 |
163-11 |
|
| R2 |
164-30 |
164-30 |
163-04 |
|
| R1 |
163-27 |
163-27 |
162-30 |
163-09 |
| PP |
162-23 |
162-23 |
162-23 |
162-14 |
| S1 |
161-20 |
161-20 |
162-16 |
161-02 |
| S2 |
160-16 |
160-16 |
162-10 |
|
| S3 |
158-09 |
159-13 |
162-03 |
|
| S4 |
156-02 |
157-06 |
161-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-02 |
|
2.618 |
168-01 |
|
1.618 |
166-25 |
|
1.000 |
166-00 |
|
0.618 |
165-17 |
|
HIGH |
164-24 |
|
0.618 |
164-09 |
|
0.500 |
164-04 |
|
0.382 |
163-31 |
|
LOW |
163-16 |
|
0.618 |
162-23 |
|
1.000 |
162-08 |
|
1.618 |
161-15 |
|
2.618 |
160-07 |
|
4.250 |
158-06 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-04 |
163-25 |
| PP |
164-01 |
163-23 |
| S1 |
163-30 |
163-21 |
|