ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 07-May-2021

Day Change Summary
	Previous	Current
	06-May-2021	07-May-2021	Change	Change %	Previous Week
Open	156-23	156-28	0-05	0.1%	155-14
High	157-04	158-24	1-20	1.0%	158-24
Low	156-12	156-09	-0-03	-0.1%	155-04
Close	157-01	156-12	-0-21	-0.4%	156-12
Range	0-24	2-15	1-23	229.2%	3-20
ATR	1-03	1-06	0-03	9.2%	0-00
Volume	308	1,849	1,541	500.3%	4,162

Daily Pivots for day following 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-17	162-30	157-23
R3	162-02	160-15	157-02
R2	159-19	159-19	156-26
R1	158-00	158-00	156-19	157-18
PP	157-04	157-04	157-04	156-30
S1	155-17	155-17	156-05	155-03
S2	154-21	154-21	155-30
S3	152-06	153-02	155-22
S4	149-23	150-19	155-01

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-20	165-20	158-12
R3	164-00	162-00	157-12
R2	160-12	160-12	157-01
R1	158-12	158-12	156-23	159-12
PP	156-24	156-24	156-24	157-08
S1	154-24	154-24	156-01	155-24
S2	153-04	153-04	155-23
S3	149-16	151-04	155-12
S4	145-28	147-16	154-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-24	155-04	3-20	2.3%	1-14	0.9%	34%	True	False	832
10	158-24	154-21	4-03	2.6%	1-05	0.7%	42%	True	False	638
20	158-24	154-10	4-14	2.8%	1-04	0.7%	46%	True	False	325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	169-08
2.618	165-07
1.618	162-24
1.000	161-07
0.618	160-09
HIGH	158-24
0.618	157-26
0.500	157-17
0.382	157-07
LOW	156-09
0.618	154-24
1.000	153-26
1.618	152-09
2.618	149-26
4.250	145-25

Fisher Pivots for day following 07-May-2021
Pivot	1 day	3 day
R1	157-17	157-08
PP	157-04	156-31
S1	156-24	156-21

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