ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 156-01 157-25 1-24 1.1% 156-08
High 157-17 157-25 0-08 0.2% 157-17
Low 155-26 156-31 1-05 0.7% 155-16
Close 157-15 157-07 -0-08 -0.2% 157-15
Range 1-23 0-26 -0-29 -52.7% 2-01
ATR 1-02 1-02 -0-01 -1.7% 0-00
Volume 402,439 212,700 -189,739 -47.1% 1,227,464
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 159-24 159-10 157-21
R3 158-30 158-16 157-14
R2 158-04 158-04 157-12
R1 157-22 157-22 157-09 157-16
PP 157-10 157-10 157-10 157-08
S1 156-28 156-28 157-05 156-22
S2 156-16 156-16 157-02
S3 155-22 156-02 157-00
S4 154-28 155-08 156-25
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 162-30 162-07 158-19
R3 160-29 160-06 158-01
R2 158-28 158-28 157-27
R1 158-05 158-05 157-21 158-17
PP 156-27 156-27 156-27 157-00
S1 156-04 156-04 157-09 156-16
S2 154-26 154-26 157-03
S3 152-25 154-03 156-29
S4 150-24 152-02 156-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-25 155-16 2-09 1.5% 1-00 0.6% 75% True False 288,032
10 157-25 155-16 2-09 1.5% 1-00 0.6% 75% True False 425,243
20 157-25 153-28 3-29 2.5% 1-00 0.6% 86% True False 226,196
40 158-24 153-28 4-28 3.1% 1-02 0.7% 69% False False 113,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161-08
2.618 159-29
1.618 159-03
1.000 158-19
0.618 158-09
HIGH 157-25
0.618 157-15
0.500 157-12
0.382 157-09
LOW 156-31
0.618 156-15
1.000 156-05
1.618 155-21
2.618 154-27
4.250 153-17
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 157-12 157-03
PP 157-10 156-30
S1 157-09 156-26

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

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