ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 155-21 156-07 0-18 0.4% 157-29
High 156-13 157-01 0-20 0.4% 158-12
Low 155-14 156-03 0-21 0.4% 155-14
Close 156-06 156-26 0-20 0.4% 156-26
Range 0-31 0-30 -0-01 -3.2% 2-30
ATR 1-09 1-08 -0-01 -2.0% 0-00
Volume 438,266 350,718 -87,548 -20.0% 2,047,405
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 159-15 159-02 157-10
R3 158-17 158-04 157-02
R2 157-19 157-19 157-00
R1 157-06 157-06 156-29 157-13
PP 156-21 156-21 156-21 156-24
S1 156-08 156-08 156-23 156-15
S2 155-23 155-23 156-20
S3 154-25 155-10 156-18
S4 153-27 154-12 156-10
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 165-22 164-06 158-14
R3 162-24 161-08 157-20
R2 159-26 159-26 157-11
R1 158-10 158-10 157-03 157-19
PP 156-28 156-28 156-28 156-16
S1 155-12 155-12 156-17 154-21
S2 153-30 153-30 156-09
S3 151-00 152-14 156-00
S4 148-02 149-16 155-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-12 155-14 2-30 1.9% 1-05 0.7% 47% False False 409,481
10 160-15 155-14 5-01 3.2% 1-11 0.9% 27% False False 401,633
20 160-15 155-14 5-01 3.2% 1-06 0.8% 27% False False 370,654
40 160-15 153-26 6-21 4.2% 1-08 0.8% 45% False False 383,403
60 163-03 153-07 9-28 6.3% 1-14 0.9% 36% False False 432,854
80 169-10 153-07 16-03 10.3% 1-11 0.9% 22% False False 326,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 161-01
2.618 159-16
1.618 158-18
1.000 157-31
0.618 157-20
HIGH 157-01
0.618 156-22
0.500 156-18
0.382 156-14
LOW 156-03
0.618 155-16
1.000 155-05
1.618 154-18
2.618 153-20
4.250 152-04
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 156-23 156-21
PP 156-21 156-16
S1 156-18 156-12

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

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