ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 168-30 168-15 -0-15 -0.3% 172-27
High 169-13 168-31 -0-14 -0.3% 173-11
Low 168-05 168-01 -0-04 -0.1% 168-05
Close 168-24 168-11 -0-13 -0.2% 168-24
Range 1-08 0-30 -0-10 -25.0% 5-06
ATR 1-10 1-09 -0-01 -2.1% 0-00
Volume 517,111 317,353 -199,758 -38.6% 2,450,560
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 171-08 170-24 168-28
R3 170-10 169-26 168-19
R2 169-12 169-12 168-17
R1 168-28 168-28 168-14 168-21
PP 168-14 168-14 168-14 168-11
S1 167-30 167-30 168-08 167-23
S2 167-16 167-16 168-06
S3 166-18 167-00 168-03
S4 165-20 166-02 167-27
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 185-21 182-12 171-19
R3 180-15 177-06 170-06
R2 175-09 175-09 169-22
R1 172-00 172-00 169-07 171-02
PP 170-03 170-03 170-03 169-19
S1 166-26 166-26 168-09 165-28
S2 164-29 164-29 167-26
S3 159-23 161-20 167-10
S4 154-17 156-14 165-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-01 168-01 5-00 3.0% 1-17 0.9% 6% False True 472,706
10 173-11 168-01 5-10 3.2% 1-07 0.7% 6% False True 362,356
20 174-09 168-01 6-08 3.7% 1-07 0.7% 5% False True 332,294
40 175-21 168-01 7-20 4.5% 1-09 0.8% 4% False True 306,994
60 177-23 168-01 9-22 5.8% 1-13 0.8% 3% False True 205,347
80 178-29 168-01 10-28 6.5% 1-09 0.8% 3% False True 154,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172-31
2.618 171-14
1.618 170-16
1.000 169-29
0.618 169-18
HIGH 168-31
0.618 168-20
0.500 168-16
0.382 168-12
LOW 168-01
0.618 167-14
1.000 167-03
1.618 166-16
2.618 165-18
4.250 164-02
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 168-16 169-00
PP 168-14 168-25
S1 168-13 168-18

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

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