ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 161-11 162-27 1-16 0.9% 161-01
High 162-28 164-00 1-04 0.7% 164-30
Low 161-08 162-25 1-17 0.9% 160-19
Close 162-19 163-29 1-10 0.8% 162-20
Range 1-20 1-07 -0-13 -25.0% 4-11
ATR 1-13 1-13 0-00 0.0% 0-00
Volume 320,547 334,958 14,411 4.5% 1,533,807
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-07 166-25 164-18
R3 166-00 165-18 164-08
R2 164-25 164-25 164-04
R1 164-11 164-11 164-01 164-18
PP 163-18 163-18 163-18 163-22
S1 163-04 163-04 163-25 163-11
S2 162-11 162-11 163-22
S3 161-04 161-29 163-18
S4 159-29 160-22 163-08
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
5 164-00 161-06 2-26 1.7% 1-13 0.9% 97% True False 343,608
10 164-30 159-30 5-00 3.1% 1-12 0.8% 79% False False 354,481
20 164-30 157-16 7-14 4.5% 1-16 0.9% 86% False False 364,718
40 164-30 154-08 10-22 6.5% 1-09 0.8% 90% False False 358,696
60 164-30 153-28 11-02 6.7% 1-06 0.7% 91% False False 239,675
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169-06
2.618 167-06
1.618 165-31
1.000 165-07
0.618 164-24
HIGH 164-00
0.618 163-17
0.500 163-13
0.382 163-08
LOW 162-25
0.618 162-01
1.000 161-18
1.618 160-26
2.618 159-19
4.250 157-19
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 163-24 163-15
PP 163-18 163-01
S1 163-13 162-19

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

View Archives - Comment on this page... - Back to Index of Symbols