ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 28-Jan-2021

Day Change Summary
	Previous	Current
	27-Jan-2021	28-Jan-2021	Change	Change %	Previous Week
Open	168-18	169-00	0-14	0.3%	167-13
High	169-08	169-10	0-02	0.0%	167-24
Low	168-05	167-21	-0-16	-0.3%	166-22
Close	168-28	168-00	-0-28	-0.5%	167-12
Range	1-03	1-21	0-18	51.4%	1-02
ATR	1-01	1-02	0-01	4.5%	0-00
Volume	255	166	-89	-34.9%	78

Daily Pivots for day following 28-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	173-09	172-10	168-29
R3	171-20	170-21	168-15
R2	169-31	169-31	168-10
R1	169-00	169-00	168-05	168-21
PP	168-10	168-10	168-10	168-05
S1	167-11	167-11	167-27	167-00
S2	166-21	166-21	167-22
S3	165-00	165-22	167-17
S4	163-11	164-01	167-03

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	169-10	166-24	2-18	1.5%	1-04	0.7%	49%	True	False	158
10	169-10	166-17	2-25	1.7%	1-02	0.6%	53%	True	False	85
20	171-26	165-25	6-01	3.6%	1-03	0.7%	37%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	176-11
2.618	173-21
1.618	172-00
1.000	170-31
0.618	170-11
HIGH	169-10
0.618	168-22
0.500	168-16
0.382	168-09
LOW	167-21
0.618	166-20
1.000	166-00
1.618	164-31
2.618	163-10
4.250	160-20

Fisher Pivots for day following 28-Jan-2021
Pivot	1 day	3 day
R1	168-16	168-16
PP	168-10	168-10
S1	168-05	168-05

Download as Excel Spreadsheet

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

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