ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 173-01 171-30 -1-03 -0.6% 172-30
High 173-01 172-10 -0-23 -0.4% 173-08
Low 171-23 169-13 -2-10 -1.3% 171-27
Close 172-00 169-23 -2-09 -1.3% 173-06
Range 1-10 2-29 1-19 121.4% 1-13
ATR 1-07 1-11 0-04 10.0% 0-00
Volume 425,609 691,300 265,691 62.4% 855,655
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 179-06 177-12 171-10
R3 176-09 174-15 170-17
R2 173-12 173-12 170-08
R1 171-18 171-18 170-00 171-01
PP 170-15 170-15 170-15 170-07
S1 168-21 168-21 169-14 168-04
S2 167-18 167-18 169-06
S3 164-21 165-24 168-29
S4 161-24 162-27 168-04
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 176-31 176-16 173-31
R3 175-18 175-03 173-18
R2 174-05 174-05 173-14
R1 173-22 173-22 173-10 173-29
PP 172-24 172-24 172-24 172-28
S1 172-09 172-09 173-02 172-17
S2 171-11 171-11 172-30
S3 169-30 170-28 172-26
S4 168-17 169-15 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-11 169-13 3-30 2.3% 1-13 0.8% 8% False True 392,438
10 173-14 169-13 4-01 2.4% 1-07 0.7% 8% False True 305,918
20 174-09 169-13 4-28 2.9% 1-07 0.7% 6% False True 317,098
40 175-21 169-13 6-08 3.7% 1-11 0.8% 5% False True 276,209
60 177-23 169-13 8-10 4.9% 1-12 0.8% 4% False True 184,574
80 178-29 169-13 9-16 5.6% 1-08 0.7% 3% False True 138,562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 184-21
2.618 179-29
1.618 177-00
1.000 175-07
0.618 174-03
HIGH 172-10
0.618 171-06
0.500 170-28
0.382 170-17
LOW 169-13
0.618 167-20
1.000 166-16
1.618 164-23
2.618 161-26
4.250 157-02
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 170-28 171-12
PP 170-15 170-26
S1 170-03 170-09

These figures are updated between 7pm and 10pm EST after a trading day.

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