ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 164-06 164-16 0-10 0.2% 164-10
High 164-26 166-07 1-13 0.9% 165-11
Low 164-05 164-06 0-01 0.0% 163-06
Close 164-23 165-28 1-05 0.7% 164-09
Range 0-21 2-01 1-12 209.6% 2-05
ATR 1-03 1-05 0-02 6.1% 0-00
Volume 1,486 1,687 201 13.5% 2,983
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 171-17 170-23 167-00
R3 169-16 168-22 166-14
R2 167-15 167-15 166-08
R1 166-21 166-21 166-02 167-02
PP 165-14 165-14 165-14 165-20
S1 164-20 164-20 165-22 165-01
S2 163-13 163-13 165-16
S3 161-12 162-19 165-10
S4 159-11 160-18 164-24
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
5 166-07 163-11 2-28 1.7% 1-06 0.7% 88% True False 1,034
10 166-07 163-06 3-01 1.8% 1-03 0.7% 89% True False 6,515
20 166-07 163-06 3-01 1.8% 1-01 0.6% 89% True False 218,519
40 167-04 162-17 4-19 2.8% 1-07 0.7% 73% False False 272,802
60 167-04 158-18 8-18 5.2% 1-09 0.8% 85% False False 295,403
80 167-04 155-11 11-25 7.1% 1-08 0.8% 89% False False 324,082
100 167-04 153-28 13-08 8.0% 1-07 0.7% 91% False False 260,373
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 0-05
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 174-27
2.618 171-17
1.618 169-16
1.000 168-08
0.618 167-15
HIGH 166-07
0.618 165-14
0.500 165-07
0.382 164-31
LOW 164-06
0.618 162-30
1.000 162-05
1.618 160-29
2.618 158-28
4.250 155-18
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 165-21 165-20
PP 165-14 165-12
S1 165-07 165-04

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

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