ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 155-11 154-01 -1-10 -0.8% 155-14
High 155-22 154-26 -0-28 -0.6% 158-24
Low 153-30 153-28 -0-02 0.0% 155-04
Close 154-01 154-20 0-19 0.4% 156-12
Range 1-24 0-30 -0-26 -46.4% 3-20
ATR 1-06 1-06 -0-01 -1.5% 0-00
Volume 6,497 4,219 -2,278 -35.1% 4,162
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 157-08 156-28 155-04
R3 156-10 155-30 154-28
R2 155-12 155-12 154-26
R1 155-00 155-00 154-23 155-06
PP 154-14 154-14 154-14 154-17
S1 154-02 154-02 154-17 154-08
S2 153-16 153-16 154-14
S3 152-18 153-04 154-12
S4 151-20 152-06 154-04
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 167-20 165-20 158-12
R3 164-00 162-00 157-12
R2 160-12 160-12 157-01
R1 158-12 158-12 156-23 159-12
PP 156-24 156-24 156-24 157-08
S1 154-24 154-24 156-01 155-24
S2 153-04 153-04 155-23
S3 149-16 151-04 155-12
S4 145-28 147-16 154-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-24 153-28 4-28 3.2% 1-14 0.9% 15% False True 2,908
10 158-24 153-28 4-28 3.2% 1-08 0.8% 15% False True 1,747
20 158-24 153-28 4-28 3.2% 1-03 0.7% 15% False True 958
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 158-26
2.618 157-09
1.618 156-11
1.000 155-24
0.618 155-13
HIGH 154-26
0.618 154-15
0.500 154-11
0.382 154-07
LOW 153-28
0.618 153-09
1.000 152-30
1.618 152-11
2.618 151-13
4.250 149-28
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 154-17 155-02
PP 154-14 154-29
S1 154-11 154-25

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

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