ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 163-04 164-24 1-20 1.0% 163-28
High 164-26 165-26 1-00 0.6% 164-26
Low 163-00 164-20 1-20 1.0% 162-17
Close 164-13 165-04 0-23 0.4% 164-13
Range 1-26 1-06 -0-20 -34.5% 2-09
ATR 1-12 1-12 0-00 0.1% 0-00
Volume 263,382 324,340 60,958 23.1% 1,440,218
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 168-24 168-04 165-25
R3 167-18 166-30 165-14
R2 166-12 166-12 165-11
R1 165-24 165-24 165-07 166-02
PP 165-06 165-06 165-06 165-11
S1 164-18 164-18 165-01 164-28
S2 164-00 164-00 164-29
S3 162-26 163-12 164-26
S4 161-20 162-06 164-15
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
5 165-26 162-17 3-09 2.0% 1-07 0.7% 79% True False 297,844
10 167-00 162-17 4-15 2.7% 1-09 0.8% 58% False False 309,928
20 167-04 162-17 4-19 2.8% 1-13 0.8% 56% False False 327,086
40 167-04 158-18 8-18 5.2% 1-13 0.8% 77% False False 333,845
60 167-04 155-11 11-25 7.1% 1-11 0.8% 83% False False 359,270
80 167-04 153-28 13-08 8.0% 1-09 0.8% 85% False False 270,836
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 2 trading days
Fibonacci Retracements and Extensions
4.250 170-28
2.618 168-29
1.618 167-23
1.000 167-00
0.618 166-17
HIGH 165-26
0.618 165-11
0.500 165-07
0.382 165-03
LOW 164-20
0.618 163-29
1.000 163-14
1.618 162-23
2.618 161-17
4.250 159-18
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 165-07 164-26
PP 165-06 164-16
S1 165-05 164-06

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

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