ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 163-13 164-01 0-20 0.4% 164-18
High 164-08 165-11 1-03 0.7% 165-16
Low 163-11 163-31 0-20 0.4% 164-02
Close 164-05 165-04 0-31 0.6% 164-15
Range 0-29 1-12 0-15 51.7% 1-14
ATR 1-04 1-04 0-01 1.7% 0-00
Volume 1,463 269 -1,194 -81.6% 219,871
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 168-30 168-13 165-28
R3 167-18 167-01 165-16
R2 166-06 166-06 165-12
R1 165-21 165-21 165-08 165-30
PP 164-26 164-26 164-26 164-30
S1 164-09 164-09 165-00 164-18
S2 163-14 163-14 164-28
S3 162-02 162-29 164-24
S4 160-22 161-17 164-12
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 169-00 168-05 165-08
R3 167-18 166-23 164-28
R2 166-04 166-04 164-23
R1 165-09 165-09 164-19 165-00
PP 164-22 164-22 164-22 164-17
S1 163-27 163-27 164-11 163-18
S2 163-08 163-08 164-07
S3 161-26 162-13 164-02
S4 160-12 160-31 163-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-16 163-06 2-10 1.4% 1-02 0.6% 84% False False 1,753
10 165-16 163-06 2-10 1.4% 1-00 0.6% 84% False False 141,321
20 166-06 162-18 3-20 2.2% 1-01 0.6% 71% False False 262,257
40 167-04 162-17 4-19 2.8% 1-07 0.7% 56% False False 299,707
60 167-04 157-12 9-24 5.9% 1-10 0.8% 79% False False 323,520
80 167-04 154-08 12-28 7.8% 1-08 0.8% 84% False False 325,077
100 167-04 153-28 13-08 8.0% 1-07 0.7% 85% False False 260,339
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171-06
2.618 168-30
1.618 167-18
1.000 166-23
0.618 166-06
HIGH 165-11
0.618 164-26
0.500 164-21
0.382 164-16
LOW 163-31
0.618 163-04
1.000 162-19
1.618 161-24
2.618 160-12
4.250 158-04
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 164-31 164-27
PP 164-26 164-18
S1 164-21 164-09

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

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