ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 162-28 163-13 0-17 0.3% 162-18
High 163-13 164-28 1-15 0.9% 163-23
Low 162-18 162-29 0-11 0.2% 162-06
Close 163-05 164-14 1-09 0.8% 163-05
Range 0-27 1-31 1-04 133.3% 1-17
ATR 1-13 1-14 0-01 3.0% 0-00
Volume 550 322 -228 -41.5% 1,092
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 169-31 169-06 165-17
R3 168-00 167-07 164-31
R2 166-01 166-01 164-26
R1 165-08 165-08 164-20 165-20
PP 164-02 164-02 164-02 164-09
S1 163-09 163-09 164-08 163-22
S2 162-03 162-03 164-02
S3 160-04 161-10 163-29
S4 158-05 159-11 163-11
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 167-20 166-29 164-00
R3 166-03 165-12 163-18
R2 164-18 164-18 163-14
R1 163-27 163-27 163-09 164-07
PP 163-01 163-01 163-01 163-06
S1 162-10 162-10 163-01 162-22
S2 161-16 161-16 162-28
S3 159-31 160-25 162-24
S4 158-14 159-08 162-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-28 162-08 2-20 1.6% 1-06 0.7% 83% True False 275
10 165-15 161-23 3-24 2.3% 1-13 0.8% 72% False False 181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 173-08
2.618 170-01
1.618 168-02
1.000 166-27
0.618 166-03
HIGH 164-28
0.618 164-04
0.500 163-29
0.382 163-21
LOW 162-29
0.618 161-22
1.000 160-30
1.618 159-23
2.618 157-24
4.250 154-17
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 164-08 164-05
PP 164-02 163-28
S1 163-29 163-19

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

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