ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	166-25	165-31	-0-26	-0.5%	167-23
High	166-31	166-06	-0-25	-0.5%	169-10
Low	166-00	165-17	-0-15	-0.3%	166-29
Close	166-08	165-29	-0-11	-0.2%	167-04
Range	0-31	0-21	-0-10	-32.3%	2-13
ATR	1-02	1-01	-0-01	-2.2%	0-00
Volume	1,824	2,591	767	42.1%	1,542

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-27	167-17	166-09
R3	167-06	166-28	166-03
R2	166-17	166-17	166-01
R1	166-07	166-07	165-31	166-02
PP	165-28	165-28	165-28	165-25
S1	165-18	165-18	165-27	165-13
S2	165-07	165-07	165-25
S3	164-18	164-29	165-23
S4	163-29	164-08	165-17

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	168-11	165-17	2-26	1.7%	0-28	0.5%	13%	False	True	1,472
10	169-10	165-17	3-25	2.3%	1-00	0.6%	10%	False	True	815
20	169-10	165-17	3-25	2.3%	1-01	0.6%	10%	False	True	416

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-31
2.618	167-29
1.618	167-08
1.000	166-27
0.618	166-19
HIGH	166-06
0.618	165-30
0.500	165-28
0.382	165-25
LOW	165-17
0.618	165-04
1.000	164-28
1.618	164-15
2.618	163-26
4.250	162-24

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	165-29	166-11
PP	165-28	166-06
S1	165-28	166-02

Download as Excel Spreadsheet

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

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