ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 25-Jun-2021

Day Change Summary
	Previous	Current
	24-Jun-2021	25-Jun-2021	Change	Change %	Previous Week
Open	159-24	159-26	0-02	0.0%	161-08
High	160-02	160-05	0-03	0.1%	163-02
Low	159-12	158-18	-0-26	-0.5%	158-18
Close	159-30	158-24	-1-06	-0.7%	158-24
Range	0-22	1-19	0-29	131.8%	4-16
ATR	1-11	1-11	0-01	1.4%	0-00
Volume	213,208	353,676	140,468	65.9%	1,601,667

Daily Pivots for day following 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	163-30	162-30	159-20
R3	162-11	161-11	159-06
R2	160-24	160-24	159-01
R1	159-24	159-24	158-29	159-15
PP	159-05	159-05	159-05	159-00
S1	158-05	158-05	158-19	157-27
S2	157-18	157-18	158-15
S3	155-31	156-18	158-10
S4	154-12	154-31	157-28

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	173-20	170-22	161-07
R3	169-04	166-06	160-00
R2	164-20	164-20	159-18
R1	161-22	161-22	159-05	160-29
PP	160-04	160-04	160-04	159-24
S1	157-06	157-06	158-11	156-13
S2	155-20	155-20	157-30
S3	151-04	152-22	157-16
S4	146-20	148-06	156-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-02	158-18	4-16	2.8%	1-16	1.0%	4%	False	True	320,333
10	163-02	157-12	5-22	3.6%	1-19	1.0%	24%	False	False	386,210
20	163-02	155-16	7-18	4.8%	1-11	0.9%	43%	False	False	361,987
40	163-02	153-28	9-06	5.8%	1-07	0.8%	53%	False	False	247,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	166-30
2.618	164-11
1.618	162-24
1.000	161-24
0.618	161-05
HIGH	160-05
0.618	159-18
0.500	159-12
0.382	159-05
LOW	158-18
0.618	157-18
1.000	156-31
1.618	155-31
2.618	154-12
4.250	151-25

Fisher Pivots for day following 25-Jun-2021
Pivot	1 day	3 day
R1	159-12	159-13
PP	159-05	159-06
S1	158-31	158-31

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