ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 166-28 166-16 -0-12 -0.2% 170-20
High 167-10 166-26 -0-16 -0.3% 171-21
Low 166-14 165-25 -0-21 -0.4% 166-23
Close 166-23 166-22 -0-01 0.0% 167-04
Range 0-28 1-01 0-05 17.9% 4-30
ATR
Volume 5 46 41 820.0% 80
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 169-17 169-04 167-08
R3 168-16 168-03 166-31
R2 167-15 167-15 166-28
R1 167-02 167-02 166-25 167-08
PP 166-14 166-14 166-14 166-17
S1 166-01 166-01 166-19 166-08
S2 165-13 165-13 166-16
S3 164-12 165-00 166-13
S4 163-11 163-31 166-04
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 183-10 180-05 169-27
R3 178-12 175-07 168-15
R2 173-14 173-14 168-01
R1 170-09 170-09 167-18 169-13
PP 168-16 168-16 168-16 168-02
S1 165-11 165-11 166-22 164-15
S2 163-18 163-18 166-07
S3 158-20 160-13 165-25
S4 153-22 155-15 164-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-21 165-25 4-28 2.9% 1-15 0.9% 19% False True 25
10 171-26 165-25 6-01 3.6% 1-02 0.6% 15% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171-06
2.618 169-16
1.618 168-15
1.000 167-27
0.618 167-14
HIGH 166-26
0.618 166-13
0.500 166-10
0.382 166-06
LOW 165-25
0.618 165-05
1.000 164-24
1.618 164-04
2.618 163-03
4.250 161-13
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 166-18 166-24
PP 166-14 166-23
S1 166-10 166-23

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

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