ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 161-12 161-20 0-08 0.2% 163-13
High 162-09 161-27 -0-14 -0.3% 165-13
Low 161-01 161-01 0-00 0.0% 162-09
Close 161-15 161-11 -0-04 -0.1% 162-20
Range 1-08 0-26 -0-14 -35.0% 3-04
ATR 1-11 1-10 -0-01 -2.8% 0-00
Volume 1,727 488 -1,239 -71.7% 3,892
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 163-27 163-13 161-25
R3 163-01 162-19 161-18
R2 162-07 162-07 161-16
R1 161-25 161-25 161-13 161-19
PP 161-13 161-13 161-13 161-10
S1 160-31 160-31 161-09 160-25
S2 160-19 160-19 161-06
S3 159-25 160-05 161-04
S4 158-31 159-11 160-29
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 172-26 170-27 164-11
R3 169-22 167-23 163-16
R2 166-18 166-18 163-06
R1 164-19 164-19 162-29 164-01
PP 163-14 163-14 163-14 163-05
S1 161-15 161-15 162-11 160-29
S2 160-10 160-10 162-02
S3 157-06 158-11 161-24
S4 154-02 155-07 160-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-25 161-01 2-24 1.7% 1-04 0.7% 11% False True 2,470
10 165-13 161-01 4-12 2.7% 1-06 0.7% 7% False True 1,565
20 165-15 161-01 4-14 2.8% 1-09 0.8% 7% False True 831
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 165-10
2.618 163-31
1.618 163-05
1.000 162-21
0.618 162-11
HIGH 161-27
0.618 161-17
0.500 161-14
0.382 161-11
LOW 161-01
0.618 160-17
1.000 160-07
1.618 159-23
2.618 158-29
4.250 157-19
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 161-14 161-21
PP 161-13 161-18
S1 161-12 161-14

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

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