ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 162-12 161-11 -1-01 -0.6% 161-01
High 163-04 162-28 -0-08 -0.2% 164-30
Low 161-06 161-08 0-02 0.0% 160-19
Close 161-14 162-19 1-05 0.7% 162-20
Range 1-30 1-20 -0-10 -16.1% 4-11
ATR 1-12 1-13 0-01 1.3% 0-00
Volume 517,678 320,547 -197,131 -38.1% 1,533,807
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-04 166-15 163-16
R3 165-16 164-27 163-01
R2 163-28 163-28 162-29
R1 163-07 163-07 162-24 163-18
PP 162-08 162-08 162-08 162-13
S1 161-19 161-19 162-14 161-30
S2 160-20 160-20 162-09
S3 159-00 159-31 162-05
S4 157-12 158-11 161-22
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
5 164-30 161-06 3-24 2.3% 1-16 0.9% 38% False False 356,369
10 164-30 159-30 5-00 3.1% 1-11 0.8% 53% False False 361,806
20 164-30 157-12 7-18 4.7% 1-16 0.9% 69% False False 371,147
40 164-30 154-08 10-22 6.6% 1-08 0.8% 78% False False 350,447
60 164-30 153-28 11-02 6.8% 1-07 0.7% 79% False False 234,093
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169-25
2.618 167-04
1.618 165-16
1.000 164-16
0.618 163-28
HIGH 162-28
0.618 162-08
0.500 162-02
0.382 161-28
LOW 161-08
0.618 160-08
1.000 159-20
1.618 158-20
2.618 157-00
4.250 154-11
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 162-13 162-15
PP 162-08 162-11
S1 162-02 162-07

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

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