ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	161-15	163-05	1-22	1.0%	162-09
High	163-07	164-08	1-01	0.6%	163-07
Low	161-15	163-03	1-20	1.0%	161-01
Close	162-27	163-19	0-24	0.5%	162-27
Range	1-24	1-05	-0-19	-33.9%	2-06
ATR	1-11	1-11	0-00	0.3%	0-00
Volume	3,716	4,682	966	26.0%	14,925

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-04	166-16	164-07
R3	165-31	165-11	163-29
R2	164-26	164-26	163-26
R1	164-06	164-06	163-22	164-16
PP	163-21	163-21	163-21	163-26
S1	163-01	163-01	163-16	163-11
S2	162-16	162-16	163-12
S3	161-11	161-28	163-09
S4	160-06	160-23	162-31

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-30	168-02	164-02
R3	166-24	165-28	163-14
R2	164-18	164-18	163-08
R1	163-22	163-22	163-01	164-04
PP	162-12	162-12	162-12	162-19
S1	161-16	161-16	162-21	161-30
S2	160-06	160-06	162-14
S3	158-00	159-10	162-08
S4	155-26	157-04	161-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-08	161-01	3-07	2.0%	1-06	0.7%	80%	True	False	2,648
10	165-13	161-01	4-12	2.7%	1-06	0.7%	59%	False	False	2,317
20	165-15	161-01	4-14	2.7%	1-09	0.8%	58%	False	False	1,249

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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-05
2.618	167-09
1.618	166-04
1.000	165-13
0.618	164-31
HIGH	164-08
0.618	163-26
0.500	163-22
0.382	163-17
LOW	163-03
0.618	162-12
1.000	161-30
1.618	161-07
2.618	160-02
4.250	158-06

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	163-22	163-09
PP	163-21	162-31
S1	163-20	162-21

Download as Excel Spreadsheet

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

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