ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	166-16	167-03	0-19	0.4%	170-20
High	166-26	168-02	1-08	0.7%	171-21
Low	165-25	166-25	1-00	0.6%	166-23
Close	166-22	167-26	1-04	0.7%	167-04
Range	1-01	1-09	0-08	24.2%	4-30
ATR
Volume	46	22	-24	-52.2%	80

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-13	170-28	168-17
R3	170-04	169-19	168-05
R2	168-27	168-27	168-02
R1	168-10	168-10	167-30	168-18
PP	167-18	167-18	167-18	167-22
S1	167-01	167-01	167-22	167-10
S2	166-09	166-09	167-18
S3	165-00	165-24	167-15
S4	163-23	164-15	167-03

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	183-10	180-05	169-27
R3	178-12	175-07	168-15
R2	173-14	173-14	168-01
R1	170-09	170-09	167-18	169-13
PP	168-16	168-16	168-16	168-02
S1	165-11	165-11	166-22	164-15
S2	163-18	163-18	166-07
S3	158-20	160-13	165-25
S4	153-22	155-15	164-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-10	165-25	2-17	1.5%	1-03	0.7%	80%	False	False	22
10	171-26	165-25	6-01	3.6%	1-05	0.7%	34%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	173-16
2.618	171-13
1.618	170-04
1.000	169-11
0.618	168-27
HIGH	168-02
0.618	167-18
0.500	167-14
0.382	167-09
LOW	166-25
0.618	166-00
1.000	165-16
1.618	164-23
2.618	163-14
4.250	161-11

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	167-22	167-17
PP	167-18	167-07
S1	167-14	166-30

Download as Excel Spreadsheet

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

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