ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	159-16	159-28	0-12	0.2%	161-16
High	160-01	159-29	-0-04	-0.1%	161-27
Low	158-24	157-27	-0-29	-0.6%	156-08
Close	159-15	158-17	-0-30	-0.6%	159-07
Range	1-09	2-02	0-25	61.0%	5-19
ATR	1-21	1-22	0-01	1.8%	0-00
Volume	449,035	460,840	11,805	2.6%	3,415,548

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-30	163-26	159-21
R3	162-28	161-24	159-03
R2	160-26	160-26	158-29
R1	159-22	159-22	158-23	159-07
PP	158-24	158-24	158-24	158-17
S1	157-20	157-20	158-11	157-05
S2	156-22	156-22	158-05
S3	154-20	155-18	157-31
S4	152-18	153-16	157-13

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-28	173-05	162-09
R3	170-09	167-18	160-24
R2	164-22	164-22	160-08
R1	161-31	161-31	159-23	160-17
PP	159-03	159-03	159-03	158-13
S1	156-12	156-12	158-23	154-30
S2	153-16	153-16	158-06
S3	147-29	150-25	157-22
S4	142-10	145-06	156-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-02	156-08	4-26	3.0%	2-18	1.6%	47%	False	False	607,907
10	163-22	156-08	7-14	4.7%	2-03	1.3%	31%	False	False	509,855
20	166-31	156-08	10-23	6.8%	1-20	1.0%	21%	False	False	257,473
40	171-01	156-08	14-25	9.3%	1-12	0.9%	15%	False	False	128,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	168-22
2.618	165-10
1.618	163-08
1.000	161-31
0.618	161-06
HIGH	159-29
0.618	159-04
0.500	158-28
0.382	158-20
LOW	157-27
0.618	156-18
1.000	155-25
1.618	154-16
2.618	152-14
4.250	149-03

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	158-28	159-11
PP	158-24	159-02
S1	158-21	158-26

Download as Excel Spreadsheet

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

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