ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 169-13 168-04 -1-09 -0.8% 168-15
High 169-20 169-05 -0-15 -0.3% 169-22
Low 168-01 168-03 0-02 0.0% 167-11
Close 168-07 168-26 0-19 0.4% 168-26
Range 1-19 1-02 -0-17 -33.3% 2-11
ATR 1-10 1-09 -0-01 -1.4% 0-00
Volume 455,219 324,242 -130,977 -28.8% 1,981,640
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 171-28 171-13 169-13
R3 170-26 170-11 169-03
R2 169-24 169-24 169-00
R1 169-09 169-09 168-29 169-17
PP 168-22 168-22 168-22 168-26
S1 168-07 168-07 168-23 168-15
S2 167-20 167-20 168-20
S3 166-18 167-05 168-17
S4 165-16 166-03 168-07
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 175-21 174-18 170-03
R3 173-10 172-07 169-15
R2 170-31 170-31 169-08
R1 169-28 169-28 169-01 170-13
PP 168-20 168-20 168-20 168-28
S1 167-17 167-17 168-19 168-03
S2 166-09 166-09 168-12
S3 163-30 165-06 168-05
S4 161-19 162-27 167-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-22 167-11 2-11 1.4% 1-07 0.7% 63% False False 396,328
10 173-11 167-11 6-00 3.6% 1-13 0.8% 24% False False 443,220
20 173-24 167-11 6-13 3.8% 1-08 0.7% 23% False False 350,171
40 175-21 167-11 8-10 4.9% 1-08 0.7% 18% False False 347,168
60 177-07 167-11 9-28 5.8% 1-13 0.8% 15% False False 233,070
80 178-29 167-11 11-18 6.8% 1-10 0.8% 13% False False 174,894
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 173-22
2.618 171-30
1.618 170-28
1.000 170-07
0.618 169-26
HIGH 169-05
0.618 168-24
0.500 168-20
0.382 168-16
LOW 168-03
0.618 167-14
1.000 167-01
1.618 166-12
2.618 165-10
4.250 163-19
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 168-24 168-28
PP 168-22 168-27
S1 168-20 168-27

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

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