ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 165-24 165-24 0-00 0.0% 164-24
High 165-28 165-25 -0-03 -0.1% 166-06
Low 165-08 164-26 -0-14 -0.3% 164-17
Close 165-26 165-01 -0-25 -0.5% 165-24
Range 0-20 0-31 0-11 55.0% 1-21
ATR 1-07 1-07 -0-01 -1.3% 0-00
Volume 371,334 499,074 127,740 34.4% 1,630,063
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 168-04 167-17 165-18
R3 167-05 166-18 165-10
R2 166-06 166-06 165-07
R1 165-19 165-19 165-04 165-13
PP 165-07 165-07 165-07 165-04
S1 164-20 164-20 164-30 164-14
S2 164-08 164-08 164-27
S3 163-09 163-21 164-24
S4 162-10 162-22 164-16
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 170-15 169-24 166-21
R3 168-26 168-03 166-07
R2 167-05 167-05 166-02
R1 166-14 166-14 165-29 166-25
PP 165-16 165-16 165-16 165-21
S1 164-25 164-25 165-19 165-05
S2 163-27 163-27 165-14
S3 162-06 163-04 165-09
S4 160-17 161-15 164-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-06 164-17 1-21 1.0% 0-26 0.5% 30% False False 373,121
10 166-06 162-17 3-21 2.2% 1-02 0.6% 68% False False 340,289
20 167-00 162-17 4-15 2.7% 1-05 0.7% 56% False False 334,083
40 167-04 159-15 7-21 4.6% 1-10 0.8% 73% False False 341,743
60 167-04 155-16 11-20 7.0% 1-11 0.8% 82% False False 345,881
80 167-04 153-28 13-08 8.0% 1-09 0.8% 84% False False 298,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169-29
2.618 168-10
1.618 167-11
1.000 166-24
0.618 166-12
HIGH 165-25
0.618 165-13
0.500 165-10
0.382 165-06
LOW 164-26
0.618 164-07
1.000 163-27
1.618 163-08
2.618 162-09
4.250 160-22
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 165-10 165-16
PP 165-07 165-11
S1 165-04 165-06

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

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