ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 172-27 173-01 0-06 0.1% 172-30
High 173-11 173-01 -0-10 -0.2% 173-08
Low 172-04 171-23 -0-13 -0.2% 171-27
Close 173-01 172-00 -1-01 -0.6% 173-06
Range 1-07 1-10 0-03 7.7% 1-13
ATR 1-06 1-07 0-00 0.7% 0-00
Volume 404,379 425,609 21,230 5.3% 855,655
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 176-06 175-13 172-23
R3 174-28 174-03 172-12
R2 173-18 173-18 172-08
R1 172-25 172-25 172-04 172-17
PP 172-08 172-08 172-08 172-04
S1 171-15 171-15 171-28 171-07
S2 170-30 170-30 171-24
S3 169-20 170-05 171-20
S4 168-10 168-27 171-09
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 176-31 176-16 173-31
R3 175-18 175-03 173-18
R2 174-05 174-05 173-14
R1 173-22 173-22 173-10 173-29
PP 172-24 172-24 172-24 172-28
S1 172-09 172-09 173-02 172-17
S2 171-11 171-11 172-30
S3 169-30 170-28 172-26
S4 168-17 169-15 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-11 171-23 1-20 0.9% 0-31 0.6% 17% False True 298,765
10 173-24 171-16 2-08 1.3% 1-03 0.6% 22% False False 276,524
20 174-09 171-06 3-03 1.8% 1-04 0.7% 26% False False 297,458
40 176-12 170-20 5-24 3.3% 1-11 0.8% 24% False False 258,948
60 177-23 170-20 7-03 4.1% 1-11 0.8% 19% False False 173,053
80 178-29 170-20 8-09 4.8% 1-07 0.7% 17% False False 129,921
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 178-20
2.618 176-15
1.618 175-05
1.000 174-11
0.618 173-27
HIGH 173-01
0.618 172-17
0.500 172-12
0.382 172-07
LOW 171-23
0.618 170-29
1.000 170-13
1.618 169-19
2.618 168-09
4.250 166-05
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 172-12 172-17
PP 172-08 172-11
S1 172-04 172-06

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

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