ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
163-09 |
-0-21 |
-0.4% |
162-21 |
| High |
164-02 |
163-19 |
-0-15 |
-0.3% |
164-24 |
| Low |
162-31 |
162-08 |
-0-23 |
-0.4% |
162-08 |
| Close |
163-13 |
162-19 |
-0-26 |
-0.5% |
162-19 |
| Range |
1-03 |
1-11 |
0-08 |
22.9% |
2-16 |
| ATR |
1-06 |
1-06 |
0-00 |
1.0% |
0-00 |
| Volume |
326,371 |
374,329 |
47,958 |
14.7% |
1,772,625 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-27 |
166-02 |
163-11 |
|
| R3 |
165-16 |
164-23 |
162-31 |
|
| R2 |
164-05 |
164-05 |
162-27 |
|
| R1 |
163-12 |
163-12 |
162-23 |
163-03 |
| PP |
162-26 |
162-26 |
162-26 |
162-22 |
| S1 |
162-01 |
162-01 |
162-15 |
161-24 |
| S2 |
161-15 |
161-15 |
162-11 |
|
| S3 |
160-04 |
160-22 |
162-07 |
|
| S4 |
158-25 |
159-11 |
161-27 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-22 |
169-05 |
163-31 |
|
| R3 |
168-06 |
166-21 |
163-09 |
|
| R2 |
165-22 |
165-22 |
163-02 |
|
| R1 |
164-05 |
164-05 |
162-26 |
163-22 |
| PP |
163-06 |
163-06 |
163-06 |
162-31 |
| S1 |
161-21 |
161-21 |
162-12 |
161-06 |
| S2 |
160-22 |
160-22 |
162-04 |
|
| S3 |
158-06 |
159-05 |
161-29 |
|
| S4 |
155-22 |
156-21 |
161-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-10 |
|
2.618 |
167-04 |
|
1.618 |
165-25 |
|
1.000 |
164-30 |
|
0.618 |
164-14 |
|
HIGH |
163-19 |
|
0.618 |
163-03 |
|
0.500 |
162-30 |
|
0.382 |
162-24 |
|
LOW |
162-08 |
|
0.618 |
161-13 |
|
1.000 |
160-29 |
|
1.618 |
160-02 |
|
2.618 |
158-23 |
|
4.250 |
156-17 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-30 |
163-16 |
| PP |
162-26 |
163-06 |
| S1 |
162-22 |
162-29 |
|