ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	165-19	164-11	-1-08	-0.8%	165-02
High	165-27	164-11	-1-16	-0.9%	166-14
Low	164-11	162-13	-1-30	-1.2%	164-11
Close	164-19	162-17	-2-02	-1.3%	164-19
Range	1-16	1-30	0-14	29.2%	2-03
ATR	1-02	1-05	0-03	7.6%	0-00
Volume	4,228	13,717	9,489	224.4%	17,501

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-29	167-21	163-19
R3	166-31	165-23	163-02
R2	165-01	165-01	162-28
R1	163-25	163-25	162-23	163-14
PP	163-03	163-03	163-03	162-30
S1	161-27	161-27	162-11	161-16
S2	161-05	161-05	162-06
S3	159-07	159-29	162-00
S4	157-09	157-31	161-15

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-13	170-03	165-24
R3	169-10	168-00	165-05
R2	167-07	167-07	164-31
R1	165-29	165-29	164-25	165-17
PP	165-04	165-04	165-04	164-30
S1	163-26	163-26	164-13	163-14
S2	163-01	163-01	164-07
S3	160-30	161-23	164-01
S4	158-27	159-20	163-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-14	162-13	4-01	2.5%	1-07	0.8%	3%	False	True	4,846
10	167-04	162-13	4-23	2.9%	1-03	0.7%	3%	False	True	3,916
20	169-10	162-13	6-29	4.2%	1-02	0.7%	2%	False	True	2,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	172-19
2.618	169-13
1.618	167-15
1.000	166-09
0.618	165-17
HIGH	164-11
0.618	163-19
0.500	163-12
0.382	163-05
LOW	162-13
0.618	161-07
1.000	160-15
1.618	159-09
2.618	157-11
4.250	154-06

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	163-12	164-14
PP	163-03	163-25
S1	162-26	163-05

Download as Excel Spreadsheet

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

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