ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	156-05	157-04	0-31	0.6%	155-06
High	157-05	157-12	0-07	0.1%	155-29
Low	156-03	156-08	0-05	0.1%	154-08
Close	157-01	156-30	-0-03	-0.1%	155-22
Range	1-02	1-04	0-02	5.9%	1-21
ATR	1-02	1-02	0-00	0.5%	0-00
Volume	663,663	956,121	292,458	44.1%	255,875

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	160-07	159-23	157-18
R3	159-03	158-19	157-08
R2	157-31	157-31	157-05
R1	157-15	157-15	157-01	157-05
PP	156-27	156-27	156-27	156-22
S1	156-11	156-11	156-27	156-01
S2	155-23	155-23	156-23
S3	154-19	155-07	156-20
S4	153-15	154-03	156-10

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	157-12	154-18	2-26	1.8%	0-29	0.6%	84%	True	False	458,847
10	157-12	153-28	3-16	2.2%	0-29	0.6%	88%	True	False	232,460
20	158-24	153-28	4-28	3.1%	1-03	0.7%	63%	False	False	116,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	162-05
2.618	160-10
1.618	159-06
1.000	158-16
0.618	158-02
HIGH	157-12
0.618	156-30
0.500	156-26
0.382	156-22
LOW	156-08
0.618	155-18
1.000	155-04
1.618	154-14
2.618	153-10
4.250	151-15

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	156-29	156-26
PP	156-27	156-22
S1	156-26	156-18

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