ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	163-25	162-09	-1-16	-0.9%	163-13
High	163-25	162-31	-0-26	-0.5%	165-13
Low	162-09	161-28	-0-13	-0.3%	162-09
Close	162-20	162-04	-0-16	-0.3%	162-20
Range	1-16	1-03	-0-13	-27.1%	3-04
ATR	1-13	1-12	-0-01	-1.6%	0-00
Volume	1,143	6,366	5,223	457.0%	3,892

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-19	164-31	162-23
R3	164-16	163-28	162-14
R2	163-13	163-13	162-10
R1	162-25	162-25	162-07	162-18
PP	162-10	162-10	162-10	162-07
S1	161-22	161-22	162-01	161-14
S2	161-07	161-07	161-30
S3	160-04	160-19	161-26
S4	159-01	159-16	161-17

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	165-13	161-28	3-17	2.2%	1-06	0.7%	7%	False	True	1,987
10	165-13	161-28	3-17	2.2%	1-06	0.7%	7%	False	True	1,131
20	165-15	159-24	5-23	3.5%	1-10	0.8%	42%	False	False	591

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167-20
2.618	165-27
1.618	164-24
1.000	164-02
0.618	163-21
HIGH	162-31
0.618	162-18
0.500	162-14
0.382	162-09
LOW	161-28
0.618	161-06
1.000	160-25
1.618	160-03
2.618	159-00
4.250	157-07

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	162-14	163-14
PP	162-10	163-00
S1	162-07	162-18

Download as Excel Spreadsheet

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

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