ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 164-28 164-04 -0-24 -0.5% 164-04
High 164-31 165-00 0-01 0.0% 165-12
Low 163-27 164-03 0-08 0.2% 163-23
Close 164-05 164-23 0-18 0.3% 164-23
Range 1-04 0-29 -0-07 -19.4% 1-21
ATR 1-15 1-14 -0-01 -2.7% 0-00
Volume 332,738 405,203 72,465 21.8% 1,601,076
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-10 166-30 165-07
R3 166-13 166-01 164-31
R2 165-16 165-16 164-28
R1 165-04 165-04 164-26 165-10
PP 164-19 164-19 164-19 164-23
S1 164-07 164-07 164-20 164-13
S2 163-22 163-22 164-18
S3 162-25 163-10 164-15
S4 161-28 162-13 164-07
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 169-18 168-26 165-20
R3 167-29 167-05 165-06
R2 166-08 166-08 165-01
R1 165-16 165-16 164-28 165-28
PP 164-19 164-19 164-19 164-26
S1 163-27 163-27 164-18 164-07
S2 162-30 162-30 164-13
S3 161-09 162-06 164-08
S4 159-20 160-17 163-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-12 163-23 1-21 1.0% 1-07 0.7% 60% False False 320,215
10 167-04 163-09 3-27 2.3% 1-18 0.9% 37% False False 361,028
20 167-04 160-13 6-23 4.1% 1-16 0.9% 64% False False 355,618
40 167-04 155-26 11-10 6.9% 1-14 0.9% 79% False False 357,816
60 167-04 153-28 13-08 8.0% 1-09 0.8% 82% False False 303,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 168-27
2.618 167-12
1.618 166-15
1.000 165-29
0.618 165-18
HIGH 165-00
0.618 164-21
0.500 164-18
0.382 164-14
LOW 164-03
0.618 163-17
1.000 163-06
1.618 162-20
2.618 161-23
4.250 160-08
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 164-21 164-20
PP 164-19 164-18
S1 164-18 164-15

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

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