ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 163-21 164-09 0-20 0.4% 163-05
High 164-19 164-20 0-01 0.0% 164-20
Low 163-20 164-01 0-13 0.2% 163-00
Close 164-08 164-07 -0-01 0.0% 164-07
Range 0-31 0-19 -0-12 -38.7% 1-20
ATR 1-09 1-08 -0-02 -3.8% 0-00
Volume 10,552 13,954 3,402 32.2% 48,974
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 166-02 165-24 164-17
R3 165-15 165-05 164-12
R2 164-28 164-28 164-10
R1 164-18 164-18 164-09 164-14
PP 164-09 164-09 164-09 164-07
S1 163-31 163-31 164-05 163-27
S2 163-22 163-22 164-04
S3 163-03 163-12 164-02
S4 162-16 162-25 163-29
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 168-26 168-05 165-04
R3 167-06 166-17 164-21
R2 165-18 165-18 164-17
R1 164-29 164-29 164-12 165-08
PP 163-30 163-30 163-30 164-04
S1 163-09 163-09 164-02 163-20
S2 162-10 162-10 163-29
S3 160-22 161-21 163-25
S4 159-02 160-01 163-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-20 163-00 1-20 1.0% 0-30 0.6% 75% True False 9,794
10 164-20 161-01 3-19 2.2% 1-02 0.6% 89% True False 6,389
20 165-13 161-01 4-12 2.7% 1-05 0.7% 73% False False 3,444
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 167-05
2.618 166-06
1.618 165-19
1.000 165-07
0.618 165-00
HIGH 164-20
0.618 164-13
0.500 164-11
0.382 164-08
LOW 164-01
0.618 163-21
1.000 163-14
1.618 163-02
2.618 162-15
4.250 161-16
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 164-11 164-03
PP 164-09 163-30
S1 164-08 163-26

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

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