ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	163-30	163-09	-0-21	-0.4%	162-21
High	164-02	163-19	-0-15	-0.3%	164-24
Low	162-31	162-08	-0-23	-0.4%	162-08
Close	163-13	162-19	-0-26	-0.5%	162-19
Range	1-03	1-11	0-08	22.9%	2-16
ATR	1-06	1-06	0-00	1.0%	0-00
Volume	326,371	374,329	47,958	14.7%	1,772,625

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-27	166-02	163-11
R3	165-16	164-23	162-31
R2	164-05	164-05	162-27
R1	163-12	163-12	162-23	163-03
PP	162-26	162-26	162-26	162-22
S1	162-01	162-01	162-15	161-24
S2	161-15	161-15	162-11
S3	160-04	160-22	162-07
S4	158-25	159-11	161-27

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-22	169-05	163-31
R3	168-06	166-21	163-09
R2	165-22	165-22	163-02
R1	164-05	164-05	162-26	163-22
PP	163-06	163-06	163-06	162-31
S1	161-21	161-21	162-12	161-06
S2	160-22	160-22	162-04
S3	158-06	159-05	161-29
S4	155-22	156-21	161-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-24	162-08	2-16	1.5%	1-10	0.8%	14%	False	True	354,525
10	164-24	161-20	3-04	1.9%	1-09	0.8%	31%	False	False	348,252
20	164-24	161-20	3-04	1.9%	1-03	0.7%	31%	False	False	334,651
40	165-13	161-01	4-12	2.7%	1-04	0.7%	36%	False	False	168,699

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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169-10
2.618	167-04
1.618	165-25
1.000	164-30
0.618	164-14
HIGH	163-19
0.618	163-03
0.500	162-30
0.382	162-24
LOW	162-08
0.618	161-13
1.000	160-29
1.618	160-02
2.618	158-23
4.250	156-17

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	162-30	163-16
PP	162-26	163-06
S1	162-22	162-29

Download as Excel Spreadsheet

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

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