ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 156-08 156-08 0-00 0.0% 155-28
High 156-13 156-21 0-08 0.2% 157-12
Low 155-16 155-31 0-15 0.3% 155-23
Close 156-04 156-16 0-12 0.2% 156-17
Range 0-29 0-22 -0-07 -24.1% 1-21
ATR 1-02 1-01 -0-01 -2.5% 0-00
Volume 323,786 232,116 -91,670 -28.3% 2,812,273
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 158-14 158-05 156-28
R3 157-24 157-15 156-22
R2 157-02 157-02 156-20
R1 156-25 156-25 156-18 156-30
PP 156-12 156-12 156-12 156-14
S1 156-03 156-03 156-14 156-08
S2 155-22 155-22 156-12
S3 155-00 155-13 156-10
S4 154-10 154-23 156-04
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 161-16 160-22 157-14
R3 159-27 159-01 157-00
R2 158-06 158-06 156-27
R1 157-12 157-12 156-22 157-25
PP 156-17 156-17 156-17 156-24
S1 155-23 155-23 156-12 156-04
S2 154-28 154-28 156-07
S3 153-07 154-02 156-02
S4 151-18 152-13 155-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-12 155-16 1-28 1.2% 0-30 0.6% 53% False False 452,543
10 157-12 154-08 3-04 2.0% 0-31 0.6% 72% False False 361,338
20 158-24 153-28 4-28 3.1% 1-01 0.7% 54% False False 182,128
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 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 159-19
2.618 158-15
1.618 157-25
1.000 157-11
0.618 157-03
HIGH 156-21
0.618 156-13
0.500 156-10
0.382 156-07
LOW 155-31
0.618 155-17
1.000 155-09
1.618 154-27
2.618 154-05
4.250 153-02
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 156-14 156-13
PP 156-12 156-09
S1 156-10 156-06

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

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