ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 157-25 158-07 0-14 0.3% 157-15
High 158-08 158-09 0-01 0.0% 159-01
Low 157-19 157-16 -0-03 -0.1% 157-10
Close 158-03 157-21 -0-14 -0.3% 158-04
Range 0-21 0-25 0-04 19.1% 1-23
ATR 1-02 1-01 -0-01 -1.8% 0-00
Volume 1,835 2,745 910 49.6% 2,768,424
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 160-05 159-22 158-03
R3 159-12 158-29 157-28
R2 158-19 158-19 157-26
R1 158-04 158-04 157-23 157-31
PP 157-26 157-26 157-26 157-24
S1 157-11 157-11 157-19 157-06
S2 157-01 157-01 157-16
S3 156-08 156-18 157-14
S4 155-15 155-25 157-07
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 163-10 162-14 159-02
R3 161-19 160-23 158-19
R2 159-28 159-28 158-14
R1 159-00 159-00 158-09 159-14
PP 158-05 158-05 158-05 158-12
S1 157-09 157-09 157-31 157-23
S2 156-14 156-14 157-26
S3 154-23 155-18 157-21
S4 153-00 153-27 157-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-18 157-04 1-14 0.9% 0-27 0.5% 37% False False 57,825
10 159-01 156-04 2-29 1.8% 0-27 0.5% 53% False False 352,743
20 160-15 155-14 5-01 3.2% 1-01 0.7% 44% False False 373,666
40 160-15 155-14 5-01 3.2% 1-03 0.7% 44% False False 367,351
60 160-15 153-07 7-08 4.6% 1-06 0.8% 61% False False 390,792
80 166-14 153-07 13-07 8.4% 1-11 0.8% 34% False False 382,629
100 169-10 153-07 16-03 10.2% 1-09 0.8% 28% False False 306,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-19
2.618 160-10
1.618 159-17
1.000 159-02
0.618 158-24
HIGH 158-09
0.618 157-31
0.500 157-29
0.382 157-26
LOW 157-16
0.618 157-01
1.000 156-23
1.618 156-08
2.618 155-15
4.250 154-06
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 157-29 157-23
PP 157-26 157-22
S1 157-24 157-22

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

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