ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 163-03 163-15 0-12 0.2% 162-26
High 163-15 163-15 0-00 0.0% 165-15
Low 162-08 162-17 0-09 0.2% 161-23
Close 163-14 162-26 -0-20 -0.4% 162-14
Range 1-07 0-30 -0-09 -23.1% 3-24
ATR
Volume 72 39 -33 -45.8% 444
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 165-24 165-07 163-10
R3 164-26 164-09 163-02
R2 163-28 163-28 163-00
R1 163-11 163-11 162-29 163-05
PP 162-30 162-30 162-30 162-27
S1 162-13 162-13 162-23 162-07
S2 162-00 162-00 162-20
S3 161-02 161-15 162-18
S4 160-04 160-17 162-10
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 174-15 172-06 164-16
R3 170-23 168-14 163-15
R2 166-31 166-31 163-04
R1 164-22 164-22 162-25 163-31
PP 163-07 163-07 163-07 162-27
S1 160-30 160-30 162-03 160-07
S2 159-15 159-15 161-24
S3 155-23 157-06 161-13
S4 151-31 153-14 160-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-23 161-23 2-00 1.2% 1-06 0.7% 55% False False 45
10 165-15 161-20 3-27 2.4% 1-10 0.8% 31% False False 60
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167-15
2.618 165-30
1.618 165-00
1.000 164-13
0.618 164-02
HIGH 163-15
0.618 163-04
0.500 163-00
0.382 162-28
LOW 162-17
0.618 161-30
1.000 161-19
1.618 161-00
2.618 160-02
4.250 158-18
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 163-00 162-31
PP 162-30 162-29
S1 162-28 162-28

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

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