ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 26-Jan-2021

Day Change Summary
	Previous	Current
	25-Jan-2021	26-Jan-2021	Change	Change %	Previous Week
Open	167-23	168-22	0-31	0.6%	167-13
High	168-21	168-22	0-01	0.0%	167-24
Low	167-04	168-05	1-01	0.6%	166-22
Close	168-15	168-11	-0-04	-0.1%	167-12
Range	1-17	0-17	-1-00	-65.3%	1-02
ATR	1-02	1-00	-0-01	-3.5%	0-00
Volume	190	129	-61	-32.1%	78

Daily Pivots for day following 26-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-00	169-22	168-20
R3	169-15	169-05	168-16
R2	168-30	168-30	168-14
R1	168-20	168-20	168-13	168-17
PP	168-13	168-13	168-13	168-11
S1	168-03	168-03	168-09	168-00
S2	167-28	167-28	168-08
S3	167-11	167-18	168-06
S4	166-26	167-01	168-02

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-15	169-31	167-31
R3	169-13	168-29	167-21
R2	168-11	168-11	167-18
R1	167-27	167-27	167-15	167-18
PP	167-09	167-09	167-09	167-04
S1	166-25	166-25	167-09	166-16
S2	166-07	166-07	167-06
S3	165-05	165-23	167-03
S4	164-03	164-21	166-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-22	166-22	2-00	1.2%	0-29	0.5%	83%	True	False	77
10	168-22	165-25	2-29	1.7%	1-00	0.6%	88%	True	False	50
20	171-26	165-25	6-01	3.6%	1-01	0.6%	42%	False	False	30

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0-09
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	170-30
2.618	170-03
1.618	169-18
1.000	169-07
0.618	169-01
HIGH	168-22
0.618	168-16
0.500	168-14
0.382	168-11
LOW	168-05
0.618	167-26
1.000	167-20
1.618	167-09
2.618	166-24
4.250	165-29

Fisher Pivots for day following 26-Jan-2021
Pivot	1 day	3 day
R1	168-14	168-04
PP	168-13	167-30
S1	168-12	167-23

Download as Excel Spreadsheet

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

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