ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	167-04	166-25	-0-11	-0.2%	167-23
High	167-04	166-31	-0-05	-0.1%	169-10
Low	166-16	166-00	-0-16	-0.3%	166-29
Close	166-27	166-08	-0-19	-0.4%	167-04
Range	0-20	0-31	0-11	55.0%	2-13
ATR	1-02	1-02	0-00	-0.6%	0-00
Volume	1,669	1,824	155	9.3%	1,542

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-10	168-24	166-25
R3	168-11	167-25	166-17
R2	167-12	167-12	166-14
R1	166-26	166-26	166-11	166-20
PP	166-13	166-13	166-13	166-10
S1	165-27	165-27	166-05	165-20
S2	165-14	165-14	166-02
S3	164-15	164-28	165-31
S4	163-16	163-29	165-23

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-00	173-15	168-14
R3	172-19	171-02	167-25
R2	170-06	170-06	167-18
R1	168-21	168-21	167-11	168-07
PP	167-25	167-25	167-25	167-18
S1	166-08	166-08	166-29	165-26
S2	165-12	165-12	166-22
S3	162-31	163-27	166-15
S4	160-18	161-14	165-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-10	166-00	3-10	2.0%	1-03	0.7%	8%	False	True	987
10	169-10	166-00	3-10	2.0%	1-02	0.6%	8%	False	True	557
20	170-21	165-25	4-28	2.9%	1-05	0.7%	10%	False	False	288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	171-03
2.618	169-16
1.618	168-17
1.000	167-30
0.618	167-18
HIGH	166-31
0.618	166-19
0.500	166-16
0.382	166-12
LOW	166-00
0.618	165-13
1.000	165-01
1.618	164-14
2.618	163-15
4.250	161-28

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	166-16	166-30
PP	166-13	166-23
S1	166-11	166-15

Download as Excel Spreadsheet

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

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