ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 161-08 159-27 -1-13 -0.9% 159-13
High 163-02 160-12 -2-22 -1.6% 161-11
Low 159-21 159-08 -0-13 -0.3% 157-12
Close 159-30 159-30 0-00 0.0% 160-30
Range 3-13 1-04 -2-09 -67.0% 3-31
ATR 1-15 1-14 -0-01 -1.6% 0-00
Volume 454,429 324,709 -129,720 -28.5% 2,260,438
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 163-07 162-23 160-18
R3 162-03 161-19 160-08
R2 160-31 160-31 160-05
R1 160-15 160-15 160-01 160-23
PP 159-27 159-27 159-27 160-00
S1 159-11 159-11 159-27 159-19
S2 158-23 158-23 159-23
S3 157-19 158-07 159-20
S4 156-15 157-03 159-10
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 171-25 170-11 163-04
R3 167-26 166-12 162-01
R2 163-27 163-27 161-21
R1 162-13 162-13 161-10 163-04
PP 159-28 159-28 159-28 160-08
S1 158-14 158-14 160-18 159-05
S2 155-29 155-29 160-07
S3 151-30 154-15 159-27
S4 147-31 150-16 158-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-02 157-12 5-22 3.6% 2-08 1.4% 45% False False 493,924
10 163-02 157-12 5-22 3.6% 1-22 1.1% 45% False False 421,490
20 163-02 155-16 7-18 4.7% 1-12 0.9% 59% False False 418,628
40 163-02 153-28 9-06 5.7% 1-07 0.8% 66% False False 227,294
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 0-14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 165-05
2.618 163-10
1.618 162-06
1.000 161-16
0.618 161-02
HIGH 160-12
0.618 159-30
0.500 159-26
0.382 159-22
LOW 159-08
0.618 158-18
1.000 158-04
1.618 157-14
2.618 156-10
4.250 154-15
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 159-29 161-05
PP 159-27 160-24
S1 159-26 160-11

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

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