ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 158-05 156-25 -1-12 -0.9% 160-08
High 158-31 157-16 -1-15 -0.9% 160-26
Low 156-24 155-27 -0-29 -0.6% 155-27
Close 157-03 157-07 0-04 0.1% 157-07
Range 2-07 1-21 -0-18 -25.4% 4-31
ATR 1-23 1-23 0-00 -0.2% 0-00
Volume 555,362 594,690 39,328 7.1% 2,625,608
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 161-26 161-06 158-04
R3 160-05 159-17 157-22
R2 158-16 158-16 157-17
R1 157-28 157-28 157-12 158-06
PP 156-27 156-27 156-27 157-01
S1 156-07 156-07 157-02 156-17
S2 155-06 155-06 156-29
S3 153-17 154-18 156-24
S4 151-28 152-29 156-10
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 172-28 170-00 159-30
R3 167-29 165-01 158-19
R2 162-30 162-30 158-04
R1 160-02 160-02 157-22 159-01
PP 157-31 157-31 157-31 157-14
S1 155-03 155-03 156-24 154-02
S2 153-00 153-00 156-10
S3 148-01 150-04 155-27
S4 143-02 145-05 154-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-26 155-27 4-31 3.2% 1-26 1.2% 28% False True 525,121
10 161-27 155-27 6-00 3.8% 2-05 1.4% 23% False True 604,115
20 166-14 155-27 10-19 6.7% 1-24 1.1% 13% False True 314,755
40 169-10 155-27 13-15 8.6% 1-12 0.9% 10% False True 157,585
Crabel Price Patterns
NR True
NR4 False
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 0-15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164-17
2.618 161-27
1.618 160-06
1.000 159-05
0.618 158-17
HIGH 157-16
0.618 156-28
0.500 156-22
0.382 156-15
LOW 155-27
0.618 154-26
1.000 154-06
1.618 153-05
2.618 151-16
4.250 148-26
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 157-01 157-28
PP 156-27 157-21
S1 156-22 157-14

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

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