ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 157-10 156-29 -0-13 -0.3% 155-21
High 157-14 159-01 1-19 1.0% 157-04
Low 156-21 156-24 0-03 0.1% 155-06
Close 156-28 159-00 2-04 1.4% 156-16
Range 0-25 2-09 1-16 192.0% 1-30
ATR 1-10 1-12 0-02 5.2% 0-00
Volume 286,963 594,344 307,381 107.1% 1,554,672
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 165-03 164-11 160-08
R3 162-26 162-02 159-20
R2 160-17 160-17 159-13
R1 159-25 159-25 159-07 160-05
PP 158-08 158-08 158-08 158-15
S1 157-16 157-16 158-25 157-28
S2 155-31 155-31 158-19
S3 153-22 155-07 158-12
S4 151-13 152-30 157-24
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 162-03 161-07 157-18
R3 160-05 159-09 157-01
R2 158-07 158-07 156-27
R1 157-11 157-11 156-22 157-25
PP 156-09 156-09 156-09 156-16
S1 155-13 155-13 156-10 155-27
S2 154-11 154-11 156-05
S3 152-13 153-15 155-31
S4 150-15 151-17 155-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-01 155-25 3-08 2.0% 1-10 0.8% 99% True False 396,743
10 159-01 154-20 4-13 2.8% 1-08 0.8% 99% True False 353,066
20 159-01 153-07 5-26 3.7% 1-11 0.8% 99% True False 406,105
40 163-22 153-07 10-15 6.6% 1-18 1.0% 55% False False 454,246
60 169-10 153-07 16-03 10.1% 1-13 0.9% 36% False False 303,742
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 0-09
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 168-23
2.618 165-00
1.618 162-23
1.000 161-10
0.618 160-14
HIGH 159-01
0.618 158-05
0.500 157-29
0.382 157-20
LOW 156-24
0.618 155-11
1.000 154-15
1.618 153-02
2.618 150-25
4.250 147-02
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 158-20 158-15
PP 158-08 157-30
S1 157-29 157-13

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

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