ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	156-04	155-18	-0-18	-0.4%	157-07
High	156-29	155-29	-1-00	-0.6%	158-04
Low	154-27	155-14	0-19	0.4%	154-27
Close	155-17	155-19	0-02	0.0%	155-19
Range	2-02	0-15	-1-19	-77.3%	3-09
ATR	1-19	1-16	-0-03	-5.0%	0-00
Volume	30	49	19	63.3%	2,135

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	157-02	156-25	155-27
R3	156-19	156-10	155-23
R2	156-04	156-04	155-22
R1	155-27	155-27	155-20	156-00
PP	155-21	155-21	155-21	155-23
S1	155-12	155-12	155-18	155-17
S2	155-06	155-06	155-16
S3	154-23	154-29	155-15
S4	154-08	154-14	155-11

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-01	164-03	157-13
R3	162-24	160-26	156-16
R2	159-15	159-15	156-06
R1	157-17	157-17	155-29	156-28
PP	156-06	156-06	156-06	155-27
S1	154-08	154-08	155-09	153-19
S2	152-29	152-29	155-00
S3	149-20	150-31	154-22
S4	146-11	147-22	153-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-04	154-27	3-09	2.1%	1-05	0.7%	23%	False	False	427
10	160-15	154-27	5-20	3.6%	1-06	0.8%	13%	False	False	682
20	163-13	154-27	8-18	5.5%	1-21	1.1%	9%	False	False	175,991
40	170-29	154-27	16-02	10.3%	1-14	0.9%	5%	False	False	307,157
60	173-14	154-27	18-19	12.0%	1-12	0.9%	4%	False	False	322,696
80	175-20	154-27	20-25	13.4%	1-11	0.9%	4%	False	False	336,524
100	177-07	154-27	22-12	14.4%	1-13	0.9%	3%	False	False	273,720
120	178-29	154-27	24-02	15.5%	1-11	0.9%	3%	False	False	228,144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	157-29
2.618	157-04
1.618	156-21
1.000	156-12
0.618	156-06
HIGH	155-29
0.618	155-23
0.500	155-22
0.382	155-20
LOW	155-14
0.618	155-05
1.000	154-31
1.618	154-22
2.618	154-07
4.250	153-14

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	155-22	156-08
PP	155-21	156-01
S1	155-20	155-26

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

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