ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 158-30 160-03 1-05 0.7% 161-08
High 160-07 160-08 0-01 0.0% 163-02
Low 158-27 159-15 0-20 0.4% 158-18
Close 160-02 160-03 0-01 0.0% 158-24
Range 1-12 0-25 -0-19 -43.2% 4-16
ATR 1-12 1-10 -0-01 -3.0% 0-00
Volume 258,535 254,196 -4,339 -1.7% 1,601,667
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 162-09 161-31 160-17
R3 161-16 161-06 160-10
R2 160-23 160-23 160-08
R1 160-13 160-13 160-05 160-16
PP 159-30 159-30 159-30 159-31
S1 159-20 159-20 160-01 159-23
S2 159-05 159-05 159-30
S3 158-12 158-27 159-28
S4 157-19 158-02 159-21
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 173-20 170-22 161-07
R3 169-04 166-06 160-00
R2 164-20 164-20 159-18
R1 161-22 161-22 159-05 160-29
PP 160-04 160-04 160-04 159-24
S1 157-06 157-06 158-11 156-13
S2 155-20 155-20 157-30
S3 151-04 152-22 157-16
S4 146-20 148-06 156-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-08 158-18 1-22 1.1% 1-01 0.6% 91% True False 267,052
10 163-02 157-12 5-22 3.6% 1-21 1.0% 48% False False 380,488
20 163-02 155-26 7-08 4.5% 1-12 0.9% 59% False False 350,677
40 163-02 153-28 9-06 5.7% 1-07 0.8% 68% False False 260,617
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 False
Stretch 0-13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-18
2.618 162-09
1.618 161-16
1.000 161-01
0.618 160-23
HIGH 160-08
0.618 159-30
0.500 159-28
0.382 159-25
LOW 159-15
0.618 159-00
1.000 158-22
1.618 158-07
2.618 157-14
4.250 156-05
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 160-01 159-28
PP 159-30 159-20
S1 159-28 159-13

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

View Archives - Comment on this page... - Back to Index of Symbols