ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	167-19	167-11	-0-08	-0.1%	169-08
High	167-25	167-23	-0-02	0.0%	169-12
Low	167-02	166-13	-0-21	-0.4%	166-13
Close	167-15	166-23	-0-24	-0.4%	166-23
Range	0-23	1-10	0-19	82.6%	2-31
ATR	1-05	1-05	0-00	1.0%	0-00
Volume	333,614	551,315	217,701	65.3%	1,797,299

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-28	170-04	167-14
R3	169-18	168-26	167-03
R2	168-08	168-08	166-31
R1	167-16	167-16	166-27	167-07
PP	166-30	166-30	166-30	166-26
S1	166-06	166-06	166-19	165-29
S2	165-20	165-20	166-15
S3	164-10	164-28	166-11
S4	163-00	163-18	166-00

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	176-13	174-17	168-11
R3	173-14	171-18	167-17
R2	170-15	170-15	167-08
R1	168-19	168-19	167-00	168-02
PP	167-16	167-16	167-16	167-07
S1	165-20	165-20	166-14	165-03
S2	164-17	164-17	166-06
S3	161-18	162-21	165-29
S4	158-19	159-22	165-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-12	166-13	2-31	1.8%	0-30	0.6%	11%	False	True	359,459
10	170-29	166-13	4-16	2.7%	1-04	0.7%	7%	False	True	396,975
20	170-29	166-13	4-16	2.7%	1-04	0.7%	7%	False	True	394,679
40	174-09	166-13	7-28	4.7%	1-05	0.7%	4%	False	True	359,219
60	175-21	166-13	9-08	5.5%	1-07	0.7%	3%	False	True	322,529
80	177-23	166-13	11-10	6.8%	1-10	0.8%	3%	False	True	242,253
100	178-29	166-13	12-16	7.5%	1-07	0.7%	3%	False	True	193,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	173-10
2.618	171-05
1.618	169-27
1.000	169-01
0.618	168-17
HIGH	167-23
0.618	167-07
0.500	167-02
0.382	166-29
LOW	166-13
0.618	165-19
1.000	165-03
1.618	164-09
2.618	162-31
4.250	160-27

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	167-02	167-17
PP	166-30	167-08
S1	166-27	167-00

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

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