ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 163-30 165-01 1-03 0.7% 166-22
High 165-02 165-08 0-06 0.1% 168-00
Low 163-17 163-25 0-08 0.2% 165-28
Close 164-13 164-16 0-03 0.1% 166-05
Range 1-17 1-15 -0-02 -4.1% 2-04
ATR 1-08 1-09 0-00 1.2% 0-00
Volume 700,191 494,056 -206,135 -29.4% 1,986,263
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 168-29 168-06 165-10
R3 167-14 166-23 164-29
R2 165-31 165-31 164-25
R1 165-08 165-08 164-20 164-28
PP 164-16 164-16 164-16 164-11
S1 163-25 163-25 164-12 163-13
S2 163-01 163-01 164-07
S3 161-18 162-10 164-03
S4 160-03 160-27 163-22
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
5 168-00 163-17 4-15 2.7% 1-16 0.9% 22% False False 544,058
10 168-00 163-17 4-15 2.7% 1-08 0.8% 22% False False 474,574
20 170-29 163-17 7-12 4.5% 1-06 0.7% 13% False False 427,171
40 173-24 163-17 10-07 6.2% 1-07 0.7% 9% False False 390,577
60 175-21 163-17 12-04 7.4% 1-07 0.7% 8% False False 383,373
80 177-07 163-17 13-22 8.3% 1-11 0.8% 7% False False 290,456
100 178-29 163-17 15-12 9.3% 1-09 0.8% 6% False False 232,412
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 171-16
2.618 169-03
1.618 167-20
1.000 166-23
0.618 166-05
HIGH 165-08
0.618 164-22
0.500 164-17
0.382 164-11
LOW 163-25
0.618 162-28
1.000 162-10
1.618 161-13
2.618 159-30
4.250 157-17
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 164-17 164-23
PP 164-16 164-20
S1 164-16 164-18

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

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