ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	163-12	163-16	0-04	0.1%	163-00
High	163-20	164-00	0-12	0.2%	164-00
Low	163-04	162-17	-0-19	-0.4%	162-16
Close	163-13	162-29	-0-16	-0.3%	162-29
Range	0-16	1-15	0-31	193.8%	1-16
ATR	1-03	1-04	0-01	2.6%	0-00
Volume	219,053	332,334	113,281	51.7%	1,705,499

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-18	166-22	163-23
R3	166-03	165-07	163-10
R2	164-20	164-20	163-06
R1	163-24	163-24	163-01	163-14
PP	163-05	163-05	163-05	163-00
S1	162-09	162-09	162-25	162-00
S2	161-22	161-22	162-20
S3	160-07	160-26	162-16
S4	158-24	159-11	162-03

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-20	166-25	163-23
R3	166-04	165-09	163-10
R2	164-20	164-20	163-06
R1	163-25	163-25	163-01	163-14
PP	163-04	163-04	163-04	162-31
S1	162-09	162-09	162-25	161-30
S2	161-20	161-20	162-20
S3	160-04	160-25	162-16
S4	158-20	159-09	162-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-00	162-16	1-16	0.9%	1-00	0.6%	27%	True	False	341,099
10	164-10	161-25	2-17	1.6%	0-31	0.6%	44%	False	False	352,889
20	164-20	161-01	3-19	2.2%	1-01	0.6%	52%	False	False	179,639

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	170-08
2.618	167-27
1.618	166-12
1.000	165-15
0.618	164-29
HIGH	164-00
0.618	163-14
0.500	163-08
0.382	163-03
LOW	162-17
0.618	161-20
1.000	161-02
1.618	160-05
2.618	158-22
4.250	156-09

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	163-08	163-08
PP	163-05	163-04
S1	163-01	163-01

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