ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 163-02 163-04 0-02 0.0% 163-28
High 163-14 164-26 1-12 0.8% 164-26
Low 162-18 163-00 0-14 0.3% 162-17
Close 162-29 164-13 1-16 0.9% 164-13
Range 0-28 1-26 0-30 107.1% 2-09
ATR 1-11 1-12 0-01 3.0% 0-00
Volume 290,482 263,382 -27,100 -9.3% 1,440,218
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 169-16 168-25 165-13
R3 167-22 166-31 164-29
R2 165-28 165-28 164-24
R1 165-05 165-05 164-18 165-17
PP 164-02 164-02 164-02 164-08
S1 163-11 163-11 164-08 163-23
S2 162-08 162-08 164-02
S3 160-14 161-17 163-29
S4 158-20 159-23 163-13
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 170-24 169-28 165-21
R3 168-15 167-19 165-01
R2 166-06 166-06 164-26
R1 165-10 165-10 164-20 165-24
PP 163-29 163-29 163-29 164-05
S1 163-01 163-01 164-06 163-15
S2 161-20 161-20 164-00
S3 159-11 160-24 163-25
S4 157-02 158-15 163-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-26 162-17 2-09 1.4% 1-07 0.7% 82% True False 288,043
10 167-00 162-17 4-15 2.7% 1-11 0.8% 42% False False 311,475
20 167-04 162-17 4-19 2.8% 1-15 0.9% 41% False False 336,251
40 167-04 158-18 8-18 5.2% 1-13 0.9% 68% False False 338,368
60 167-04 154-18 12-18 7.6% 1-10 0.8% 78% False False 354,956
80 167-04 153-28 13-08 8.1% 1-09 0.8% 79% False False 266,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 172-16
2.618 169-18
1.618 167-24
1.000 166-20
0.618 165-30
HIGH 164-26
0.618 164-04
0.500 163-29
0.382 163-22
LOW 163-00
0.618 161-28
1.000 161-06
1.618 160-02
2.618 158-08
4.250 155-10
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 164-08 164-05
PP 164-02 163-29
S1 163-29 163-22

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

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