ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 161-15 163-05 1-22 1.0% 162-09
High 163-07 164-08 1-01 0.6% 163-07
Low 161-15 163-03 1-20 1.0% 161-01
Close 162-27 163-19 0-24 0.5% 162-27
Range 1-24 1-05 -0-19 -33.9% 2-06
ATR 1-11 1-11 0-00 0.3% 0-00
Volume 3,716 4,682 966 26.0% 14,925
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 167-04 166-16 164-07
R3 165-31 165-11 163-29
R2 164-26 164-26 163-26
R1 164-06 164-06 163-22 164-16
PP 163-21 163-21 163-21 163-26
S1 163-01 163-01 163-16 163-11
S2 162-16 162-16 163-12
S3 161-11 161-28 163-09
S4 160-06 160-23 162-31
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 168-30 168-02 164-02
R3 166-24 165-28 163-14
R2 164-18 164-18 163-08
R1 163-22 163-22 163-01 164-04
PP 162-12 162-12 162-12 162-19
S1 161-16 161-16 162-21 161-30
S2 160-06 160-06 162-14
S3 158-00 159-10 162-08
S4 155-26 157-04 161-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-08 161-01 3-07 2.0% 1-06 0.7% 80% True False 2,648
10 165-13 161-01 4-12 2.7% 1-06 0.7% 59% False False 2,317
20 165-15 161-01 4-14 2.7% 1-09 0.8% 58% False False 1,249
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169-05
2.618 167-09
1.618 166-04
1.000 165-13
0.618 164-31
HIGH 164-08
0.618 163-26
0.500 163-22
0.382 163-17
LOW 163-03
0.618 162-12
1.000 161-30
1.618 161-07
2.618 160-02
4.250 158-06
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 163-22 163-09
PP 163-21 162-31
S1 163-20 162-21

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

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