ECBOT 30 Year Treasury Bond Future June 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 159-28 158-05 -1-23 -1.1% 161-16
High 159-29 158-31 -0-30 -0.6% 161-27
Low 157-27 156-24 -1-03 -0.7% 156-08
Close 158-17 157-03 -1-14 -0.9% 159-07
Range 2-02 2-07 0-05 7.6% 5-19
ATR 1-22 1-23 0-01 2.3% 0-00
Volume 460,840 555,362 94,522 20.5% 3,415,548
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 164-08 162-29 158-10
R3 162-01 160-22 157-23
R2 159-26 159-26 157-16
R1 158-15 158-15 157-10 158-01
PP 157-19 157-19 157-19 157-13
S1 156-08 156-08 156-28 155-26
S2 155-12 155-12 156-22
S3 153-05 154-01 156-15
S4 150-30 151-26 155-28
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 175-28 173-05 162-09
R3 170-09 167-18 160-24
R2 164-22 164-22 160-08
R1 161-31 161-31 159-23 160-17
PP 159-03 159-03 159-03 158-13
S1 156-12 156-12 158-23 154-30
S2 153-16 153-16 158-06
S3 147-29 150-25 157-22
S4 142-10 145-06 156-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-02 156-24 4-10 2.7% 2-07 1.4% 8% False True 579,488
10 163-03 156-08 6-27 4.4% 2-06 1.4% 12% False False 559,508
20 166-14 156-08 10-06 6.5% 1-22 1.1% 8% False False 285,150
40 170-21 156-08 14-13 9.2% 1-13 0.9% 6% False False 142,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 168-13
2.618 164-25
1.618 162-18
1.000 161-06
0.618 160-11
HIGH 158-31
0.618 158-04
0.500 157-28
0.382 157-19
LOW 156-24
0.618 155-12
1.000 154-17
1.618 153-05
2.618 150-30
4.250 147-10
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 157-28 158-13
PP 157-19 157-31
S1 157-11 157-17

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

View Archives - Comment on this page... - Back to Index of Symbols