ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 163-13 163-21 0-08 0.2% 161-01
High 164-30 163-22 -1-08 -0.8% 164-30
Low 163-09 162-13 -0-28 -0.5% 160-19
Close 163-30 162-20 -1-10 -0.8% 162-20
Range 1-21 1-09 -0-12 -22.6% 4-11
ATR 1-11 1-12 0-00 0.9% 0-00
Volume 398,764 289,713 -109,051 -27.3% 1,533,807
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 166-24 165-31 163-11
R3 165-15 164-22 162-31
R2 164-06 164-06 162-28
R1 163-13 163-13 162-24 163-05
PP 162-29 162-29 162-29 162-25
S1 162-04 162-04 162-16 161-28
S2 161-20 161-20 162-12
S3 160-11 160-27 162-09
S4 159-02 159-18 161-29
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 175-24 173-17 165-00
R3 171-13 169-06 163-26
R2 167-02 167-02 163-13
R1 164-27 164-27 163-01 165-30
PP 162-23 162-23 162-23 163-09
S1 160-16 160-16 162-07 161-20
S2 158-12 158-12 161-27
S3 154-01 156-05 161-14
S4 149-22 151-26 160-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-30 160-13 4-17 2.8% 1-16 0.9% 49% False False 367,346
10 164-30 158-18 6-12 3.9% 1-09 0.8% 64% False False 339,109
20 164-30 157-12 7-18 4.7% 1-13 0.9% 69% False False 360,032
40 164-30 153-28 11-02 6.8% 1-07 0.7% 79% False False 323,433
60 164-30 153-28 11-02 6.8% 1-06 0.7% 79% False False 215,871
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 169-04
2.618 167-01
1.618 165-24
1.000 164-31
0.618 164-15
HIGH 163-22
0.618 163-06
0.500 163-02
0.382 162-29
LOW 162-13
0.618 161-20
1.000 161-04
1.618 160-11
2.618 159-02
4.250 156-31
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 163-02 163-19
PP 162-29 163-08
S1 162-25 162-30

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

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