ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 169-23 169-08 -0-15 -0.3% 168-31
High 169-29 169-12 -0-17 -0.3% 170-29
Low 168-13 168-22 0-09 0.2% 168-13
Close 168-23 169-00 0-09 0.2% 168-23
Range 1-16 0-22 -0-26 -54.2% 2-16
ATR 1-08 1-07 -0-01 -3.2% 0-00
Volume 610,926 310,470 -300,456 -49.2% 2,172,451
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 171-03 170-23 169-12
R3 170-13 170-01 169-06
R2 169-23 169-23 169-04
R1 169-11 169-11 169-02 169-06
PP 169-01 169-01 169-01 168-30
S1 168-21 168-21 168-30 168-16
S2 168-11 168-11 168-28
S3 167-21 167-31 168-26
S4 166-31 167-09 168-20
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 176-27 175-09 170-03
R3 174-11 172-25 169-13
R2 171-27 171-27 169-06
R1 170-09 170-09 168-30 169-26
PP 169-11 169-11 169-11 169-04
S1 167-25 167-25 168-16 167-10
S2 166-27 166-27 168-08
S3 164-11 165-09 168-01
S4 161-27 162-25 167-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-29 168-13 2-16 1.5% 1-04 0.7% 24% False False 424,852
10 170-29 168-06 2-23 1.6% 1-03 0.7% 30% False False 389,169
20 173-11 167-11 6-00 3.6% 1-08 0.7% 28% False False 417,010
40 174-09 167-11 6-30 4.1% 1-07 0.7% 24% False False 355,265
60 177-07 167-11 9-28 5.8% 1-12 0.8% 17% False False 297,932
80 177-23 167-11 10-12 6.1% 1-10 0.8% 16% False False 223,668
100 178-29 167-11 11-18 6.8% 1-06 0.7% 14% False False 179,039
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 172-10
2.618 171-06
1.618 170-16
1.000 170-02
0.618 169-26
HIGH 169-12
0.618 169-04
0.500 169-01
0.382 168-30
LOW 168-22
0.618 168-08
1.000 168-00
1.618 167-18
2.618 166-28
4.250 165-24
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 169-01 169-21
PP 169-01 169-14
S1 169-00 169-07

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

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