ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 162-27 163-28 1-01 0.6% 162-14
High 164-00 163-31 -0-01 0.0% 164-00
Low 162-25 163-02 0-09 0.2% 161-06
Close 163-29 163-26 -0-03 -0.1% 163-26
Range 1-07 0-29 -0-10 -25.6% 2-26
ATR 1-13 1-12 -0-01 -2.5% 0-00
Volume 334,958 237,028 -97,930 -29.2% 1,665,357
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 166-11 165-31 164-10
R3 165-14 165-02 164-02
R2 164-17 164-17 163-31
R1 164-05 164-05 163-29 163-29
PP 163-20 163-20 163-20 163-15
S1 163-08 163-08 163-23 162-31
S2 162-23 162-23 163-21
S3 161-26 162-11 163-18
S4 160-29 161-14 163-10
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 171-14 170-14 165-12
R3 168-20 167-20 164-19
R2 165-26 165-26 164-10
R1 164-26 164-26 164-02 165-10
PP 163-00 163-00 163-00 163-08
S1 162-00 162-00 163-18 162-16
S2 160-06 160-06 163-10
S3 157-12 159-06 163-01
S4 154-18 156-12 162-08
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% 1-10 0.8% 93% False False 333,071
10 164-30 160-13 4-17 2.8% 1-13 0.9% 75% False False 350,208
20 164-30 158-18 6-12 3.9% 1-12 0.8% 82% False False 340,484
40 164-30 154-18 10-12 6.3% 1-08 0.8% 89% False False 364,308
60 164-30 153-28 11-02 6.8% 1-07 0.7% 90% False False 243,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 167-26
2.618 166-11
1.618 165-14
1.000 164-28
0.618 164-17
HIGH 163-31
0.618 163-20
0.500 163-17
0.382 163-13
LOW 163-02
0.618 162-16
1.000 162-05
1.618 161-19
2.618 160-22
4.250 159-07
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 163-23 163-13
PP 163-20 163-01
S1 163-17 162-20

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

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