ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 159-26 158-30 -0-28 -0.5% 161-08
High 160-05 160-07 0-02 0.0% 163-02
Low 158-18 158-27 0-09 0.2% 158-18
Close 158-24 160-02 1-10 0.8% 158-24
Range 1-19 1-12 -0-07 -13.7% 4-16
ATR 1-11 1-12 0-00 0.6% 0-00
Volume 353,676 258,535 -95,141 -26.9% 1,601,667
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 163-27 163-10 160-26
R3 162-15 161-30 160-14
R2 161-03 161-03 160-10
R1 160-18 160-18 160-06 160-27
PP 159-23 159-23 159-23 159-27
S1 159-06 159-06 159-30 159-15
S2 158-11 158-11 159-26
S3 156-31 157-26 159-22
S4 155-19 156-14 159-10
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
5 160-12 158-18 1-26 1.1% 1-03 0.7% 83% False False 281,154
10 163-02 157-12 5-22 3.6% 1-21 1.0% 47% False False 388,774
20 163-02 155-16 7-18 4.7% 1-12 0.9% 60% False False 354,157
40 163-02 153-28 9-06 5.7% 1-08 0.8% 67% False False 254,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166-02
2.618 163-26
1.618 162-14
1.000 161-19
0.618 161-02
HIGH 160-07
0.618 159-22
0.500 159-17
0.382 159-12
LOW 158-27
0.618 158-00
1.000 157-15
1.618 156-20
2.618 155-08
4.250 153-00
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 159-28 159-27
PP 159-23 159-20
S1 159-17 159-13

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

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