ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 164-26 165-29 1-03 0.7% 164-04
High 166-14 166-14 0-00 0.0% 165-12
Low 164-14 165-17 1-03 0.7% 163-23
Close 166-00 166-00 0-00 0.0% 164-23
Range 2-00 0-29 -1-03 -54.7% 1-21
ATR 1-15 1-14 -0-01 -2.7% 0-00
Volume 339,811 275,605 -64,206 -18.9% 1,601,076
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 168-23 168-08 166-16
R3 167-26 167-11 166-08
R2 166-29 166-29 166-05
R1 166-14 166-14 166-03 166-21
PP 166-00 166-00 166-00 166-03
S1 165-17 165-17 165-29 165-25
S2 165-03 165-03 165-27
S3 164-06 164-20 165-24
S4 163-09 163-23 165-16
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
5 166-14 163-27 2-19 1.6% 1-06 0.7% 83% True False 336,371
10 166-14 163-09 3-05 1.9% 1-13 0.8% 86% True False 322,874
20 167-04 161-06 5-30 3.6% 1-15 0.9% 81% False False 350,826
40 167-04 157-05 9-31 6.0% 1-14 0.9% 89% False False 357,823
60 167-04 153-28 13-08 8.0% 1-09 0.8% 92% False False 313,947
80 167-04 153-28 13-08 8.0% 1-08 0.8% 92% False False 235,542
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
4.250 170-09
2.618 168-26
1.618 167-29
1.000 167-11
0.618 167-00
HIGH 166-14
0.618 166-03
0.500 166-00
0.382 165-28
LOW 165-17
0.618 164-31
1.000 164-20
1.618 164-02
2.618 163-05
4.250 161-22
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 166-00 165-24
PP 166-00 165-16
S1 166-00 165-09

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

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