ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 159-13 158-23 -0-22 -0.4% 157-25
High 159-14 158-31 -0-15 -0.3% 159-29
Low 158-16 158-09 -0-07 -0.1% 156-31
Close 158-19 158-17 -0-02 0.0% 159-07
Range 0-30 0-22 -0-08 -26.7% 2-30
ATR 1-03 1-02 -0-01 -2.7% 0-00
Volume 232,898 337,054 104,156 44.7% 1,735,042
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 160-21 160-09 158-29
R3 159-31 159-19 158-23
R2 159-09 159-09 158-21
R1 158-29 158-29 158-19 158-24
PP 158-19 158-19 158-19 158-17
S1 158-07 158-07 158-15 158-02
S2 157-29 157-29 158-13
S3 157-07 157-17 158-11
S4 156-17 156-27 158-05
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 167-16 166-10 160-27
R3 164-18 163-12 160-01
R2 161-20 161-20 159-24
R1 160-14 160-14 159-16 161-01
PP 158-22 158-22 158-22 159-00
S1 157-16 157-16 158-30 158-03
S2 155-24 155-24 158-22
S3 152-26 154-18 158-13
S4 149-28 151-20 157-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-29 157-26 2-03 1.3% 1-04 0.7% 34% False False 349,055
10 159-29 155-26 4-03 2.6% 1-03 0.7% 66% False False 320,867
20 159-29 154-08 5-21 3.6% 1-01 0.6% 76% False False 329,748
40 159-29 153-28 6-01 3.8% 1-02 0.7% 77% False False 165,566
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 0-06
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 161-29
2.618 160-25
1.618 160-03
1.000 159-21
0.618 159-13
HIGH 158-31
0.618 158-23
0.500 158-20
0.382 158-17
LOW 158-09
0.618 157-27
1.000 157-19
1.618 157-05
2.618 156-15
4.250 155-12
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 158-20 159-03
PP 158-19 158-29
S1 158-18 158-23

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

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