ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 163-01 162-15 -0-18 -0.3% 165-26
High 163-13 162-25 -0-20 -0.4% 165-28
Low 162-02 161-23 -0-11 -0.2% 162-26
Close 162-12 162-05 -0-07 -0.1% 163-03
Range 1-11 1-02 -0-09 -20.9% 3-02
ATR 1-10 1-10 -0-01 -1.4% 0-00
Volume 996,758 1,080,853 84,095 8.4% 2,490,783
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 165-13 164-27 162-24
R3 164-11 163-25 162-14
R2 163-09 163-09 162-11
R1 162-23 162-23 162-08 162-15
PP 162-07 162-07 162-07 162-03
S1 161-21 161-21 162-02 161-13
S2 161-05 161-05 161-31
S3 160-03 160-19 161-28
S4 159-01 159-17 161-18
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 173-04 171-05 164-25
R3 170-02 168-03 163-30
R2 167-00 167-00 163-21
R1 165-01 165-01 163-12 164-16
PP 163-30 163-30 163-30 163-21
S1 161-31 161-31 162-26 161-14
S2 160-28 160-28 162-17
S3 157-26 158-29 162-08
S4 154-24 155-27 161-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-08 161-23 3-17 2.2% 1-15 0.9% 12% False True 777,618
10 168-00 161-23 6-09 3.9% 1-12 0.8% 7% False True 614,540
20 170-29 161-23 9-06 5.7% 1-07 0.8% 5% False True 508,287
40 173-11 161-23 11-20 7.2% 1-07 0.7% 4% False True 433,667
60 175-10 161-23 13-19 8.4% 1-08 0.8% 3% False True 403,421
80 177-07 161-23 15-16 9.6% 1-12 0.8% 3% False True 324,112
100 178-26 161-23 17-03 10.5% 1-10 0.8% 3% False True 259,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 167-10
2.618 165-18
1.618 164-16
1.000 163-27
0.618 163-14
HIGH 162-25
0.618 162-12
0.500 162-08
0.382 162-04
LOW 161-23
0.618 161-02
1.000 160-21
1.618 160-00
2.618 158-30
4.250 157-07
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 162-08 163-07
PP 162-07 162-27
S1 162-06 162-16

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

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