ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 158-22 158-14 -0-08 -0.2% 156-30
High 159-01 158-18 -0-15 -0.3% 157-16
Low 158-09 157-16 -0-25 -0.5% 155-25
Close 158-17 157-25 -0-24 -0.5% 157-08
Range 0-24 1-02 0-10 41.7% 1-23
ATR 1-03 1-03 0-00 -0.3% 0-00
Volume 1,046,056 228,509 -817,547 -78.2% 1,759,032
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 161-04 160-17 158-12
R3 160-02 159-15 158-02
R2 159-00 159-00 157-31
R1 158-13 158-13 157-28 158-06
PP 157-30 157-30 157-30 157-27
S1 157-11 157-11 157-22 157-04
S2 156-28 156-28 157-19
S3 155-26 156-09 157-16
S4 154-24 155-07 157-06
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 162-00 161-11 158-06
R3 160-09 159-20 157-23
R2 158-18 158-18 157-18
R1 157-29 157-29 157-13 158-07
PP 156-27 156-27 156-27 157-00
S1 156-06 156-06 157-03 156-17
S2 155-04 155-04 156-30
S3 153-13 154-15 156-25
S4 151-22 152-24 156-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-01 156-30 2-03 1.3% 0-27 0.5% 40% False False 625,424
10 159-01 155-25 3-08 2.1% 0-29 0.6% 62% False False 483,265
20 160-15 155-14 5-01 3.2% 1-04 0.7% 47% False False 448,794
40 160-15 154-20 5-27 3.7% 1-05 0.7% 54% False False 396,821
60 160-15 153-07 7-08 4.6% 1-08 0.8% 63% False False 423,558
80 166-31 153-07 13-24 8.7% 1-11 0.9% 33% False False 382,037
100 171-01 153-07 17-26 11.3% 1-10 0.8% 26% False False 305,669
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 2 trading days
Fibonacci Retracements and Extensions
4.250 163-02
2.618 161-11
1.618 160-09
1.000 159-20
0.618 159-07
HIGH 158-18
0.618 158-05
0.500 158-01
0.382 157-29
LOW 157-16
0.618 156-27
1.000 156-14
1.618 155-25
2.618 154-23
4.250 153-00
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 158-01 158-09
PP 157-30 158-03
S1 157-28 157-30

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

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