ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	168-09	167-28	-0-13	-0.2%	167-23
High	168-11	167-28	-0-15	-0.3%	169-10
Low	166-29	167-04	0-07	0.1%	166-29
Close	167-04	167-13	0-09	0.2%	167-04
Range	1-14	0-24	-0-22	-47.8%	2-13
ATR	1-03	1-02	-0-01	-2.2%	0-00
Volume	802	476	-326	-40.6%	1,542

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-23	169-10	167-26
R3	168-31	168-18	167-20
R2	168-07	168-07	167-17
R1	167-26	167-26	167-15	167-21
PP	167-15	167-15	167-15	167-12
S1	167-02	167-02	167-11	166-29
S2	166-23	166-23	167-09
S3	165-31	166-10	167-06
S4	165-07	165-18	167-00

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-00	173-15	168-14
R3	172-19	171-02	167-25
R2	170-06	170-06	167-18
R1	168-21	168-21	167-11	168-07
PP	167-25	167-25	167-25	167-18
S1	166-08	166-08	166-29	165-26
S2	165-12	165-12	166-22
S3	162-31	163-27	166-15
S4	160-18	161-14	165-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-10	166-29	2-13	1.4%	1-03	0.7%	21%	False	False	365
10	169-10	166-22	2-20	1.6%	1-01	0.6%	27%	False	False	209
20	171-21	165-25	5-28	3.5%	1-05	0.7%	28%	False	False	114

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

Fibonacci Retracements and Extensions
4.250	171-02
2.618	169-27
1.618	169-03
1.000	168-20
0.618	168-11
HIGH	167-28
0.618	167-19
0.500	167-16
0.382	167-13
LOW	167-04
0.618	166-21
1.000	166-12
1.618	165-29
2.618	165-05
4.250	163-30

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	167-16	168-04
PP	167-15	167-28
S1	167-14	167-21

Download as Excel Spreadsheet

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

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