ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	167-28	167-04	-0-24	-0.4%	167-23
High	167-28	167-04	-0-24	-0.4%	169-10
Low	167-04	166-16	-0-20	-0.4%	166-29
Close	167-13	166-27	-0-18	-0.3%	167-04
Range	0-24	0-20	-0-04	-16.7%	2-13
ATR	1-02	1-02	0-00	-1.1%	0-00
Volume	476	1,669	1,193	250.6%	1,542

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-22	168-13	167-06
R3	168-02	167-25	167-01
R2	167-14	167-14	166-31
R1	167-05	167-05	166-29	167-00
PP	166-26	166-26	166-26	166-24
S1	166-17	166-17	166-25	166-12
S2	166-06	166-06	166-23
S3	165-18	165-29	166-22
S4	164-30	165-09	166-16

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	166-16	2-26	1.7%	1-04	0.7%	12%	False	True	673
10	169-10	166-16	2-26	1.7%	1-00	0.6%	12%	False	True	375
20	171-01	165-25	5-08	3.1%	1-04	0.7%	20%	False	False	197

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	False
Stretch	0-07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	169-25
2.618	168-24
1.618	168-04
1.000	167-24
0.618	167-16
HIGH	167-04
0.618	166-28
0.500	166-26
0.382	166-24
LOW	166-16
0.618	166-04
1.000	165-28
1.618	165-16
2.618	164-28
4.250	163-27

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	166-27	167-14
PP	166-26	167-07
S1	166-26	167-01

Download as Excel Spreadsheet

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

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