ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	156-17	156-24	0-07	0.1%	160-08
High	157-04	158-06	1-02	0.7%	160-26
Low	156-08	156-21	0-13	0.3%	155-27
Close	156-24	157-25	1-01	0.7%	157-07
Range	0-28	1-17	0-21	75.0%	4-31
ATR	1-21	1-21	0-00	-0.5%	0-00
Volume	382,402	494,151	111,749	29.2%	2,625,608

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-04	161-16	158-20
R3	160-19	159-31	158-06
R2	159-02	159-02	158-02
R1	158-14	158-14	157-29	158-24
PP	157-17	157-17	157-17	157-23
S1	156-29	156-29	157-21	157-07
S2	156-00	156-00	157-16
S3	154-15	155-12	157-12
S4	152-30	153-27	156-30

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	159-29	155-27	4-02	2.6%	1-21	1.1%	48%	False	False	497,489
10	161-12	155-27	5-17	3.5%	2-05	1.4%	35%	False	False	578,016
20	166-14	155-27	10-19	6.7%	1-24	1.1%	18%	False	False	358,140
40	169-10	155-27	13-15	8.5%	1-12	0.9%	14%	False	False	179,498

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	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	164-22
2.618	162-06
1.618	160-21
1.000	159-23
0.618	159-04
HIGH	158-06
0.618	157-19
0.500	157-14
0.382	157-08
LOW	156-21
0.618	155-23
1.000	155-04
1.618	154-06
2.618	152-21
4.250	150-05

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	157-21	157-17
PP	157-17	157-09
S1	157-14	157-01

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