ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 156-19 156-01 -0-18 -0.4% 156-08
High 156-23 157-17 0-26 0.5% 157-17
Low 155-27 155-26 -0-01 0.0% 155-16
Close 156-02 157-15 1-13 0.9% 157-15
Range 0-28 1-23 0-27 96.4% 2-01
ATR 1-00 1-02 0-02 4.9% 0-00
Volume 269,123 402,439 133,316 49.5% 1,227,464
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 162-03 161-16 158-13
R3 160-12 159-25 157-30
R2 158-21 158-21 157-25
R1 158-02 158-02 157-20 158-12
PP 156-30 156-30 156-30 157-03
S1 156-11 156-11 157-10 156-21
S2 155-07 155-07 157-05
S3 153-16 154-20 157-00
S4 151-25 152-29 156-17
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 162-30 162-07 158-19
R3 160-29 160-06 158-01
R2 158-28 158-28 157-27
R1 158-05 158-05 157-21 158-17
PP 156-27 156-27 156-27 157-00
S1 156-04 156-04 157-09 156-16
S2 154-26 154-26 157-03
S3 152-25 154-03 156-29
S4 150-24 152-02 156-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-17 155-16 2-01 1.3% 1-01 0.6% 97% True False 328,521
10 157-17 155-11 2-06 1.4% 0-31 0.6% 97% True False 420,690
20 158-24 153-28 4-28 3.1% 1-03 0.7% 74% False False 215,654
40 158-24 153-28 4-28 3.1% 1-02 0.7% 74% False False 107,943
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 0-06
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 164-27
2.618 162-01
1.618 160-10
1.000 159-08
0.618 158-19
HIGH 157-17
0.618 156-28
0.500 156-22
0.382 156-15
LOW 155-26
0.618 154-24
1.000 154-03
1.618 153-01
2.618 151-10
4.250 148-16
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 157-07 157-07
PP 156-30 156-30
S1 156-22 156-22

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

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