ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 157-06 157-28 0-22 0.4% 156-08
High 158-11 159-06 0-27 0.5% 157-17
Low 157-05 157-26 0-21 0.4% 155-16
Close 158-00 158-25 0-25 0.5% 157-15
Range 1-06 1-12 0-06 15.8% 2-01
ATR 1-02 1-03 0-01 2.1% 0-00
Volume 347,016 371,625 24,609 7.1% 1,227,464
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 162-23 162-04 159-17
R3 161-11 160-24 159-05
R2 159-31 159-31 159-01
R1 159-12 159-12 158-29 159-22
PP 158-19 158-19 158-19 158-24
S1 158-00 158-00 158-21 158-10
S2 157-07 157-07 158-17
S3 155-27 156-20 158-13
S4 154-15 155-08 158-01
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
5 159-06 155-26 3-12 2.1% 1-06 0.8% 88% True False 320,580
10 159-06 155-16 3-22 2.3% 1-02 0.7% 89% True False 386,562
20 159-06 153-28 5-10 3.3% 1-01 0.6% 92% True False 262,029
40 159-06 153-28 5-10 3.3% 1-02 0.7% 92% True False 131,226
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 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165-01
2.618 162-25
1.618 161-13
1.000 160-18
0.618 160-01
HIGH 159-06
0.618 158-21
0.500 158-16
0.382 158-11
LOW 157-26
0.618 156-31
1.000 156-14
1.618 155-19
2.618 154-07
4.250 151-31
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 158-22 158-18
PP 158-19 158-10
S1 158-16 158-03

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

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