ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	156-24	158-03	1-11	0.9%	160-08
High	158-06	158-11	0-05	0.1%	160-26
Low	156-21	157-10	0-21	0.4%	155-27
Close	157-25	158-05	0-12	0.2%	157-07
Range	1-17	1-01	-0-16	-32.6%	4-31
ATR	1-21	1-19	-0-01	-2.7%	0-00
Volume	494,151	438,005	-56,146	-11.4%	2,625,608

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	161-01	160-20	158-23
R3	160-00	159-19	158-14
R2	158-31	158-31	158-11
R1	158-18	158-18	158-08	158-25
PP	157-30	157-30	157-30	158-01
S1	157-17	157-17	158-02	157-24
S2	156-29	156-29	157-31
S3	155-28	156-16	157-28
S4	154-27	155-15	157-19

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	158-31	155-27	3-04	2.0%	1-15	0.9%	74%	False	False	492,922
10	161-02	155-27	5-07	3.3%	2-01	1.3%	44%	False	False	550,414
20	166-14	155-27	10-19	6.7%	1-24	1.1%	22%	False	False	379,936
40	169-10	155-27	13-15	8.5%	1-13	0.9%	17%	False	False	190,448

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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162-23
2.618	161-01
1.618	160-00
1.000	159-12
0.618	158-31
HIGH	158-11
0.618	157-30
0.500	157-27
0.382	157-23
LOW	157-10
0.618	156-22
1.000	156-09
1.618	155-21
2.618	154-20
4.250	152-30

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	158-02	157-28
PP	157-30	157-19
S1	157-27	157-10

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