ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 164-30 164-06 -0-24 -0.5% 164-10
High 164-30 164-26 -0-04 -0.1% 165-11
Low 164-01 164-05 0-04 0.1% 163-06
Close 164-09 164-23 0-14 0.3% 164-09
Range 0-29 0-21 -0-08 -27.6% 2-05
ATR 1-04 1-03 -0-01 -3.0% 0-00
Volume 269 1,486 1,217 452.4% 2,983
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 166-17 166-09 165-03
R3 165-28 165-20 164-29
R2 165-07 165-07 164-27
R1 164-31 164-31 164-25 165-03
PP 164-18 164-18 164-18 164-20
S1 164-10 164-10 164-21 164-14
S2 163-29 163-29 164-19
S3 163-08 163-21 164-17
S4 162-19 163-00 164-11
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 170-24 169-21 165-15
R3 168-19 167-16 164-28
R2 166-14 166-14 164-22
R1 165-11 165-11 164-15 164-26
PP 164-09 164-09 164-09 164-00
S1 163-06 163-06 164-03 162-21
S2 162-04 162-04 163-28
S3 159-31 161-01 163-22
S4 157-26 158-28 163-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-11 163-06 2-05 1.3% 1-00 0.6% 71% False False 893
10 165-16 163-06 2-10 1.4% 0-31 0.6% 66% False False 22,434
20 166-06 163-06 3-00 1.8% 0-31 0.6% 51% False False 234,651
40 167-04 162-17 4-19 2.8% 1-07 0.7% 48% False False 285,451
60 167-04 158-18 8-18 5.2% 1-09 0.8% 72% False False 303,796
80 167-04 154-18 12-18 7.6% 1-08 0.8% 81% False False 324,879
100 167-04 153-28 13-08 8.0% 1-07 0.7% 82% False False 260,356
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 167-19
2.618 166-17
1.618 165-28
1.000 165-15
0.618 165-07
HIGH 164-26
0.618 164-18
0.500 164-16
0.382 164-13
LOW 164-05
0.618 163-24
1.000 163-16
1.618 163-03
2.618 162-14
4.250 161-12
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 164-21 164-22
PP 164-18 164-22
S1 164-16 164-21

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

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