ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	168-18	167-19	-0-31	-0.6%	168-31
High	168-20	167-25	-0-27	-0.5%	170-29
Low	167-19	167-02	-0-17	-0.3%	168-13
Close	167-27	167-15	-0-12	-0.2%	168-23
Range	1-01	0-23	-0-10	-30.3%	2-16
ATR	1-06	1-05	-0-01	-2.4%	0-00
Volume	311,975	333,614	21,639	6.9%	2,172,451

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-19	169-08	167-28
R3	168-28	168-17	167-21
R2	168-05	168-05	167-19
R1	167-26	167-26	167-17	167-20
PP	167-14	167-14	167-14	167-11
S1	167-03	167-03	167-13	166-29
S2	166-23	166-23	167-11
S3	166-00	166-12	167-09
S4	165-09	165-21	167-02

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	176-27	175-09	170-03
R3	174-11	172-25	169-13
R2	171-27	171-27	169-06
R1	170-09	170-09	168-30	169-26
PP	169-11	169-11	169-11	169-04
S1	167-25	167-25	168-16	167-10
S2	166-27	166-27	168-08
S3	164-11	165-09	168-01
S4	161-27	162-25	167-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-29	167-02	2-27	1.7%	0-31	0.6%	14%	False	True	371,382
10	170-29	167-02	3-27	2.3%	1-03	0.7%	11%	False	True	373,810
20	170-29	167-02	3-27	2.3%	1-04	0.7%	11%	False	True	387,722
40	174-09	167-02	7-07	4.3%	1-05	0.7%	6%	False	True	352,410
60	175-21	167-02	8-19	5.1%	1-09	0.8%	5%	False	True	313,380
80	177-23	167-02	10-21	6.4%	1-10	0.8%	4%	False	True	235,361
100	178-29	167-02	11-27	7.1%	1-07	0.7%	3%	False	True	188,394

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 3 trading days

Fibonacci Retracements and Extensions
4.250	170-27
2.618	169-21
1.618	168-30
1.000	168-16
0.618	168-07
HIGH	167-25
0.618	167-16
0.500	167-14
0.382	167-11
LOW	167-02
0.618	166-20
1.000	166-11
1.618	165-29
2.618	165-06
4.250	164-00

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	167-15	168-02
PP	167-14	167-27
S1	167-14	167-21

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

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