ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 167-01 165-26 -1-07 -0.7% 166-22
High 167-14 165-28 -1-18 -0.9% 168-00
Low 165-28 163-29 -1-31 -1.2% 165-28
Close 166-05 164-03 -2-02 -1.2% 166-05
Range 1-18 1-31 0-13 26.0% 2-04
ATR 1-05 1-07 0-03 6.8% 0-00
Volume 411,271 680,303 269,032 65.4% 1,986,263
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 170-17 169-09 165-06
R3 168-18 167-10 164-20
R2 166-19 166-19 164-15
R1 165-11 165-11 164-09 165-00
PP 164-20 164-20 164-20 164-14
S1 163-12 163-12 163-29 163-01
S2 162-21 162-21 163-23
S3 160-22 161-13 163-18
S4 158-23 159-14 163-00
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 173-02 171-23 167-10
R3 170-30 169-19 166-24
R2 168-26 168-26 166-17
R1 167-15 167-15 166-11 167-03
PP 166-22 166-22 166-22 166-15
S1 165-11 165-11 165-31 164-31
S2 164-18 164-18 165-25
S3 162-14 163-07 165-18
S4 160-10 161-03 165-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-00 163-29 4-03 2.5% 1-09 0.8% 5% False True 451,462
10 169-01 163-29 5-04 3.1% 1-05 0.7% 4% False True 415,339
20 170-29 163-29 7-00 4.3% 1-04 0.7% 3% False True 402,254
40 173-24 163-29 9-27 6.0% 1-06 0.7% 2% False True 376,620
60 175-21 163-29 11-24 7.2% 1-07 0.7% 2% False True 365,802
80 177-07 163-29 13-10 8.1% 1-11 0.8% 1% False True 275,570
100 178-29 163-29 15-00 9.1% 1-09 0.8% 1% False True 220,529
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 0-08
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 174-08
2.618 171-01
1.618 169-02
1.000 167-27
0.618 167-03
HIGH 165-28
0.618 165-04
0.500 164-29
0.382 164-21
LOW 163-29
0.618 162-22
1.000 161-30
1.618 160-23
2.618 158-24
4.250 155-17
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 164-29 165-31
PP 164-20 165-11
S1 164-12 164-23

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

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