ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 156-10 157-03 0-25 0.5% 158-15
High 157-08 158-10 1-02 0.7% 158-18
Low 156-10 157-03 0-25 0.5% 156-04
Close 157-00 158-03 1-03 0.7% 156-07
Range 0-30 1-07 0-09 30.0% 2-14
ATR 1-00 1-01 0-01 2.1% 0-00
Volume 10 9 -1 -10.0% 120
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 161-16 161-00 158-24
R3 160-09 159-25 158-14
R2 159-02 159-02 158-10
R1 158-18 158-18 158-07 158-26
PP 157-27 157-27 157-27 157-30
S1 157-11 157-11 157-31 157-19
S2 156-20 156-20 157-28
S3 155-13 156-04 157-24
S4 154-06 154-29 157-14
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 164-09 162-22 157-18
R3 161-27 160-08 156-28
R2 159-13 159-13 156-21
R1 157-26 157-26 156-14 157-12
PP 156-31 156-31 156-31 156-24
S1 155-12 155-12 156-00 154-30
S2 154-17 154-17 155-25
S3 152-03 152-30 155-18
S4 149-21 150-16 154-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-10 155-29 2-13 1.5% 0-20 0.4% 91% True False 26
10 158-27 155-29 2-30 1.9% 0-23 0.5% 74% False False 15
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 0-02
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 163-16
2.618 161-16
1.618 160-09
1.000 159-17
0.618 159-02
HIGH 158-10
0.618 157-27
0.500 157-22
0.382 157-18
LOW 157-03
0.618 156-11
1.000 155-28
1.618 155-04
2.618 153-29
4.250 151-29
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 157-31 157-24
PP 157-27 157-14
S1 157-22 157-04

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

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