ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 161-01 162-18 1-17 1.0% 158-30
High 162-22 163-26 1-04 0.7% 161-08
Low 160-19 162-07 1-20 1.0% 158-27
Close 162-03 163-09 1-06 0.7% 160-29
Range 2-03 1-19 -0-16 -23.9% 2-13
ATR 1-10 1-11 0-01 2.3% 0-00
Volume 408,340 436,990 28,650 7.0% 1,503,615
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-28 167-06 164-05
R3 166-09 165-19 163-23
R2 164-22 164-22 163-18
R1 164-00 164-00 163-14 164-11
PP 163-03 163-03 163-03 163-09
S1 162-13 162-13 163-04 162-24
S2 161-16 161-16 163-00
S3 159-29 160-26 162-27
S4 158-10 159-07 162-13
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-18 166-20 162-07
R3 165-05 164-07 161-18
R2 162-24 162-24 161-11
R1 161-26 161-26 161-04 162-09
PP 160-11 160-11 160-11 160-18
S1 159-13 159-13 160-22 159-28
S2 157-30 157-30 160-15
S3 155-17 157-00 160-08
S4 153-04 154-19 159-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-26 159-30 3-28 2.4% 1-07 0.8% 86% True False 367,242
10 163-26 158-18 5-08 3.2% 1-04 0.7% 90% True False 317,147
20 163-26 157-12 6-14 3.9% 1-13 0.9% 92% True False 369,318
40 163-26 153-28 9-30 6.1% 1-07 0.7% 95% True False 306,421
60 163-26 153-28 9-30 6.1% 1-06 0.7% 95% True False 204,397
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170-19
2.618 168-00
1.618 166-13
1.000 165-13
0.618 164-26
HIGH 163-26
0.618 163-07
0.500 163-01
0.382 162-26
LOW 162-07
0.618 161-07
1.000 160-20
1.618 159-20
2.618 158-01
4.250 155-14
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 163-06 162-29
PP 163-03 162-16
S1 163-01 162-04

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

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