ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 164-14 164-28 0-14 0.3% 165-24
High 165-05 165-06 0-01 0.0% 165-28
Low 164-02 164-23 0-21 0.4% 163-11
Close 164-25 164-31 0-06 0.1% 164-16
Range 1-03 0-15 -0-20 -57.1% 2-17
ATR 1-05 1-03 -0-02 -4.2% 0-00
Volume 20,069 4,008 -16,061 -80.0% 2,838,635
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 166-12 166-04 165-07
R3 165-29 165-21 165-03
R2 165-14 165-14 165-02
R1 165-06 165-06 165-00 165-10
PP 164-31 164-31 164-31 165-01
S1 164-23 164-23 164-30 164-27
S2 164-16 164-16 164-28
S3 164-01 164-08 164-27
S4 163-18 163-25 164-23
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
5 165-12 163-26 1-18 0.9% 0-28 0.5% 74% False False 125,448
10 166-06 163-11 2-27 1.7% 0-29 0.5% 57% False False 329,284
20 166-06 162-17 3-21 2.2% 1-02 0.6% 67% False False 324,562
40 167-04 161-06 5-30 3.6% 1-08 0.8% 64% False False 334,165
60 167-04 157-12 9-24 5.9% 1-10 0.8% 78% False False 346,335
80 167-04 153-28 13-08 8.0% 1-08 0.8% 84% False False 325,259
100 167-04 153-28 13-08 8.0% 1-07 0.7% 84% False False 260,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 167-06
2.618 166-13
1.618 165-30
1.000 165-21
0.618 165-15
HIGH 165-06
0.618 165-00
0.500 164-31
0.382 164-29
LOW 164-23
0.618 164-14
1.000 164-08
1.618 163-31
2.618 163-16
4.250 162-23
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 164-31 164-28
PP 164-31 164-26
S1 164-31 164-23

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

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