ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 158-19 157-22 -0-29 -0.6% 157-25
High 158-31 160-24 1-25 1.1% 159-29
Low 157-12 157-16 0-04 0.1% 156-31
Close 157-26 159-23 1-29 1.2% 159-07
Range 1-19 3-08 1-21 103.9% 2-30
ATR 1-03 1-08 0-05 13.9% 0-00
Volume 463,532 721,715 258,183 55.7% 1,735,042
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 169-02 167-21 161-16
R3 165-26 164-13 160-20
R2 162-18 162-18 160-10
R1 161-05 161-05 160-01 161-28
PP 159-10 159-10 159-10 159-22
S1 157-29 157-29 159-13 158-20
S2 156-02 156-02 159-04
S3 152-26 154-21 158-26
S4 149-18 151-13 157-30
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 167-16 166-10 160-27
R3 164-18 163-12 160-01
R2 161-20 161-20 159-24
R1 160-14 160-14 159-16 161-01
PP 158-22 158-22 158-22 159-00
S1 157-16 157-16 158-30 158-03
S2 155-24 155-24 158-22
S3 152-26 154-18 158-13
S4 149-28 151-20 157-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-24 157-12 3-12 2.1% 1-15 0.9% 69% True False 411,263
10 160-24 155-26 4-30 3.1% 1-13 0.9% 79% True False 389,268
20 160-24 154-18 6-06 3.9% 1-05 0.7% 83% True False 388,131
40 160-24 153-28 6-28 4.3% 1-04 0.7% 85% True False 195,197
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 50 trading days
Fibonacci Retracements and Extensions
4.250 174-18
2.618 169-08
1.618 166-00
1.000 164-00
0.618 162-24
HIGH 160-24
0.618 159-16
0.500 159-04
0.382 158-24
LOW 157-16
0.618 155-16
1.000 154-08
1.618 152-08
2.618 149-00
4.250 143-22
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 159-17 159-16
PP 159-10 159-09
S1 159-04 159-02

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

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