ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 160-04 159-24 -0-12 -0.2% 159-13
High 160-07 160-02 -0-05 -0.1% 161-11
Low 159-15 159-12 -0-03 -0.1% 157-12
Close 159-25 159-30 0-05 0.1% 160-30
Range 0-24 0-22 -0-02 -8.3% 3-31
ATR 1-12 1-11 -0-02 -3.6% 0-00
Volume 255,645 204,064 -51,581 -20.2% 2,260,438
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 161-27 161-19 160-10
R3 161-05 160-29 160-04
R2 160-15 160-15 160-02
R1 160-07 160-07 160-00 160-11
PP 159-25 159-25 159-25 159-28
S1 159-17 159-17 159-28 159-21
S2 159-03 159-03 159-26
S3 158-13 158-27 159-24
S4 157-23 158-05 159-18
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 171-25 170-11 163-04
R3 167-26 166-12 162-01
R2 163-27 163-27 161-21
R1 162-13 162-13 161-10 163-04
PP 159-28 159-28 159-28 160-08
S1 158-14 158-14 160-18 159-05
S2 155-29 155-29 160-07
S3 151-30 154-15 159-27
S4 147-31 150-16 158-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-02 159-08 3-26 2.4% 1-19 1.0% 18% False False 348,817
10 163-02 157-12 5-22 3.6% 1-17 0.9% 45% False False 380,040
20 163-02 155-16 7-18 4.7% 1-11 0.8% 59% False False 360,624
40 163-02 153-28 9-06 5.7% 1-07 0.8% 66% False False 238,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163-00
2.618 161-28
1.618 161-06
1.000 160-24
0.618 160-16
HIGH 160-02
0.618 159-26
0.500 159-23
0.382 159-20
LOW 159-12
0.618 158-30
1.000 158-22
1.618 158-08
2.618 157-18
4.250 156-14
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 159-28 159-29
PP 159-25 159-27
S1 159-23 159-26

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

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