ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 163-31 165-31 2-00 1.2% 162-14
High 166-10 167-04 0-26 0.5% 164-00
Low 163-26 165-03 1-09 0.8% 161-06
Close 166-05 165-13 -0-24 -0.5% 163-26
Range 2-16 2-01 -0-15 -18.8% 2-26
ATR 1-14 1-16 0-01 2.9% 0-00
Volume 507,648 489,314 -18,334 -3.6% 1,665,357
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 171-31 170-23 166-17
R3 169-30 168-22 165-31
R2 167-29 167-29 165-25
R1 166-21 166-21 165-19 166-09
PP 165-28 165-28 165-28 165-22
S1 164-20 164-20 165-07 164-08
S2 163-27 163-27 165-01
S3 161-26 162-19 164-27
S4 159-25 160-18 164-09
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
5 167-04 161-08 5-28 3.6% 1-21 1.0% 71% True False 377,899
10 167-04 161-06 5-30 3.6% 1-18 0.9% 71% True False 378,778
20 167-04 158-18 8-18 5.2% 1-10 0.8% 80% True False 342,348
40 167-04 155-16 11-20 7.0% 1-11 0.8% 85% True False 383,415
60 167-04 153-28 13-08 8.0% 1-08 0.8% 87% True False 260,241
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175-24
2.618 172-14
1.618 170-13
1.000 169-05
0.618 168-12
HIGH 167-04
0.618 166-11
0.500 166-04
0.382 165-28
LOW 165-03
0.618 163-27
1.000 163-02
1.618 161-26
2.618 159-25
4.250 156-15
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 166-04 165-10
PP 165-28 165-06
S1 165-21 165-03

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

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