ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 165-02 164-14 -0-20 -0.4% 165-24
High 165-12 165-05 -0-07 -0.1% 165-28
Low 164-09 164-02 -0-07 -0.1% 163-11
Close 164-17 164-25 0-08 0.2% 164-16
Range 1-03 1-03 0-00 0.0% 2-17
ATR 1-05 1-05 0-00 -0.3% 0-00
Volume 32,875 20,069 -12,806 -39.0% 2,838,635
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 167-30 167-15 165-12
R3 166-27 166-12 165-03
R2 165-24 165-24 164-31
R1 165-09 165-09 164-28 165-17
PP 164-21 164-21 164-21 164-25
S1 164-06 164-06 164-22 164-14
S2 163-18 163-18 164-19
S3 162-15 163-03 164-15
S4 161-12 162-00 164-06
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 172-05 170-28 165-29
R3 169-20 168-11 165-06
R2 167-03 167-03 164-31
R1 165-26 165-26 164-23 165-06
PP 164-18 164-18 164-18 164-09
S1 163-09 163-09 164-09 162-21
S2 162-01 162-01 164-01
S3 159-16 160-24 163-26
S4 156-31 158-07 163-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-12 163-11 2-01 1.2% 0-31 0.6% 71% False False 280,889
10 166-06 163-11 2-27 1.7% 0-30 0.6% 51% False False 369,228
20 166-18 162-17 4-01 2.4% 1-03 0.7% 56% False False 338,117
40 167-04 161-06 5-30 3.6% 1-09 0.8% 61% False False 344,034
60 167-04 157-12 9-24 5.9% 1-11 0.8% 76% False False 352,462
80 167-04 153-28 13-08 8.0% 1-08 0.8% 82% False False 325,227
100 167-04 153-28 13-08 8.0% 1-07 0.7% 82% False False 260,252
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 0-06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169-26
2.618 168-01
1.618 166-30
1.000 166-08
0.618 165-27
HIGH 165-05
0.618 164-24
0.500 164-20
0.382 164-15
LOW 164-02
0.618 163-12
1.000 162-31
1.618 162-09
2.618 161-06
4.250 159-13
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 164-23 164-24
PP 164-21 164-24
S1 164-20 164-23

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

View Archives - Comment on this page... - Back to Index of Symbols