ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 167-13 167-13 0-00 0.0% 166-28
High 167-19 167-24 0-05 0.1% 168-02
Low 166-25 167-04 0-11 0.2% 165-25
Close 167-12 167-13 0-01 0.0% 167-07
Range 0-26 0-20 -0-06 -23.1% 2-09
ATR 1-02 1-01 -0-01 -2.9% 0-00
Volume 10 2 -8 -80.0% 113
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 169-10 168-31 167-24
R3 168-22 168-11 167-19
R2 168-02 168-02 167-17
R1 167-23 167-23 167-15 167-23
PP 167-14 167-14 167-14 167-14
S1 167-03 167-03 167-11 167-03
S2 166-26 166-26 167-09
S3 166-06 166-15 167-08
S4 165-18 165-27 167-02
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 173-28 172-26 168-15
R3 171-19 170-17 167-27
R2 169-10 169-10 167-20
R1 168-08 168-08 167-14 168-25
PP 167-01 167-01 167-01 167-09
S1 165-31 165-31 167-00 166-16
S2 164-24 164-24 166-26
S3 162-15 163-22 166-19
S4 160-06 161-13 165-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168-02 166-17 1-17 0.9% 1-01 0.6% 57% False False 14
10 170-21 165-25 4-28 2.9% 1-08 0.7% 33% False False 20
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 12 trading days
Fibonacci Retracements and Extensions
4.250 170-13
2.618 169-12
1.618 168-24
1.000 168-12
0.618 168-04
HIGH 167-24
0.618 167-16
0.500 167-14
0.382 167-12
LOW 167-04
0.618 166-24
1.000 166-16
1.618 166-04
2.618 165-16
4.250 164-15
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 167-14 167-11
PP 167-14 167-08
S1 167-13 167-06

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

View Archives - Comment on this page... - Back to Index of Symbols