ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 163-26 164-05 0-11 0.2% 163-31
High 165-00 164-12 -0-20 -0.4% 167-04
Low 163-09 163-14 0-05 0.1% 163-09
Close 164-16 164-01 -0-15 -0.3% 164-01
Range 1-23 0-30 -0-25 -45.5% 3-27
ATR 1-18 1-17 -0-01 -2.3% 0-00
Volume 313,108 245,056 -68,052 -21.7% 2,009,212
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 166-24 166-11 164-18
R3 165-26 165-13 164-09
R2 164-28 164-28 164-07
R1 164-15 164-15 164-04 164-07
PP 163-30 163-30 163-30 163-26
S1 163-17 163-17 163-30 163-09
S2 163-00 163-00 163-28
S3 162-02 162-19 163-25
S4 161-04 161-21 163-17
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 176-11 174-01 166-05
R3 172-16 170-06 165-03
R2 168-21 168-21 164-24
R1 166-11 166-11 164-12 167-16
PP 164-26 164-26 164-26 165-13
S1 162-16 162-16 163-22 163-21
S2 160-31 160-31 163-10
S3 157-04 158-21 162-31
S4 153-09 154-26 161-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-04 163-09 3-27 2.3% 1-29 1.2% 20% False False 401,842
10 167-04 161-06 5-30 3.6% 1-20 1.0% 48% False False 367,456
20 167-04 158-18 8-18 5.2% 1-14 0.9% 64% False False 353,283
40 167-04 155-16 11-20 7.1% 1-12 0.8% 73% False False 357,182
60 167-04 153-28 13-08 8.1% 1-09 0.8% 77% False False 277,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 168-12
2.618 166-27
1.618 165-29
1.000 165-10
0.618 164-31
HIGH 164-12
0.618 164-01
0.500 163-29
0.382 163-25
LOW 163-14
0.618 162-27
1.000 162-16
1.618 161-29
2.618 160-31
4.250 159-14
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 164-00 164-16
PP 163-30 164-11
S1 163-29 164-06

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

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