ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 157-28 158-24 0-28 0.6% 156-08
High 159-06 159-25 0-19 0.4% 157-17
Low 157-26 157-31 0-05 0.1% 155-16
Close 158-25 159-10 0-17 0.3% 157-15
Range 1-12 1-26 0-14 31.8% 2-01
ATR 1-03 1-04 0-02 4.8% 0-00
Volume 371,625 502,585 130,960 35.2% 1,227,464
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 164-15 163-22 160-10
R3 162-21 161-28 159-26
R2 160-27 160-27 159-21
R1 160-02 160-02 159-15 160-15
PP 159-01 159-01 159-01 159-07
S1 158-08 158-08 159-05 158-21
S2 157-07 157-07 158-31
S3 155-13 156-14 158-26
S4 153-19 154-20 158-10
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
5 159-25 155-26 3-31 2.5% 1-12 0.9% 88% True False 367,273
10 159-25 155-16 4-09 2.7% 1-05 0.7% 89% True False 341,208
20 159-25 153-28 5-29 3.7% 1-01 0.6% 92% True False 286,834
40 159-25 153-28 5-29 3.7% 1-03 0.7% 92% True False 143,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 167-16
2.618 164-17
1.618 162-23
1.000 161-19
0.618 160-29
HIGH 159-25
0.618 159-03
0.500 158-28
0.382 158-21
LOW 157-31
0.618 156-27
1.000 156-05
1.618 155-01
2.618 153-07
4.250 150-09
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 159-05 159-01
PP 159-01 158-24
S1 158-28 158-15

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

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