ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 21-May-2021

Day Change Summary
	Previous	Current
	20-May-2021	21-May-2021	Change	Change %	Previous Week
Open	154-21	155-16	0-27	0.5%	155-06
High	155-19	155-29	0-10	0.2%	155-29
Low	154-18	155-11	0-25	0.5%	154-08
Close	155-13	155-22	0-09	0.2%	155-22
Range	1-01	0-18	-0-15	-45.5%	1-21
ATR	1-04	1-03	-0-01	-3.6%	0-00
Volume	65,496	167,163	101,667	155.2%	255,875

Daily Pivots for day following 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	157-11	157-02	156-00
R3	156-25	156-16	155-27
R2	156-07	156-07	155-25
R1	155-30	155-30	155-24	156-03
PP	155-21	155-21	155-21	155-23
S1	155-12	155-12	155-20	155-17
S2	155-03	155-03	155-19
S3	154-17	154-26	155-17
S4	153-31	154-08	155-12

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	160-08	159-20	156-19
R3	158-19	157-31	156-05
R2	156-30	156-30	156-00
R1	156-10	156-10	155-27	156-20
PP	155-09	155-09	155-09	155-14
S1	154-21	154-21	155-17	154-31
S2	153-20	153-20	155-12
S3	151-31	153-00	155-07
S4	150-10	151-11	154-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-29	154-08	1-21	1.1%	0-29	0.6%	87%	True	False	51,175
10	156-24	153-28	2-28	1.8%	1-00	0.6%	63%	False	False	27,149
20	158-24	153-28	4-28	3.1%	1-03	0.7%	37%	False	False	13,893

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-09
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	158-10
2.618	157-12
1.618	156-26
1.000	156-15
0.618	156-08
HIGH	155-29
0.618	155-22
0.500	155-20
0.382	155-18
LOW	155-11
0.618	155-00
1.000	154-25
1.618	154-14
2.618	153-28
4.250	152-31

Fisher Pivots for day following 21-May-2021
Pivot	1 day	3 day
R1	155-21	155-16
PP	155-21	155-09
S1	155-20	155-03

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