ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 163-26 164-26 1-00 0.6% 163-31
High 165-03 165-03 0-00 0.0% 167-04
Low 163-24 164-02 0-10 0.2% 163-09
Close 165-00 164-12 -0-20 -0.4% 164-01
Range 1-11 1-01 -0-10 -23.3% 3-27
ATR 1-17 1-16 -0-01 -2.3% 0-00
Volume 287,686 328,498 40,812 14.2% 2,009,212
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-19 167-01 164-30
R3 166-18 166-00 164-21
R2 165-17 165-17 164-18
R1 164-31 164-31 164-15 164-24
PP 164-16 164-16 164-16 164-13
S1 163-30 163-30 164-09 163-22
S2 163-15 163-15 164-06
S3 162-14 162-29 164-03
S4 161-13 161-28 163-26
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 176-11 174-01 166-05
R3 172-16 170-06 165-03
R2 168-21 168-21 164-24
R1 166-11 166-11 164-12 167-16
PP 164-26 164-26 164-26 165-13
S1 162-16 162-16 163-22 163-21
S2 160-31 160-31 163-10
S3 157-04 158-21 162-31
S4 153-09 154-26 161-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-12 163-09 2-03 1.3% 1-11 0.8% 52% False False 284,259
10 167-04 162-25 4-11 2.6% 1-18 1.0% 37% False False 344,433
20 167-04 159-30 7-06 4.4% 1-15 0.9% 62% False False 353,119
40 167-04 155-26 11-10 6.9% 1-13 0.9% 76% False False 351,898
60 167-04 153-28 13-08 8.1% 1-10 0.8% 79% False False 291,451
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169-15
2.618 167-25
1.618 166-24
1.000 166-04
0.618 165-23
HIGH 165-03
0.618 164-22
0.500 164-19
0.382 164-15
LOW 164-02
0.618 163-14
1.000 163-01
1.618 162-13
2.618 161-12
4.250 159-22
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 164-19 164-18
PP 164-16 164-16
S1 164-14 164-14

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

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