ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 17-Feb-2021

Day Change Summary
	Previous	Current
	16-Feb-2021	17-Feb-2021	Change	Change %	Previous Week
Open	164-11	162-13	-1-30	-1.2%	165-02
High	164-11	163-15	-0-28	-0.5%	166-14
Low	162-13	162-00	-0-13	-0.3%	164-11
Close	162-17	162-27	0-10	0.2%	164-19
Range	1-30	1-15	-0-15	-24.2%	2-03
ATR	1-05	1-05	0-01	2.0%	0-00
Volume	13,717	13,422	-295	-2.2%	17,501

Daily Pivots for day following 17-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-06	166-15	163-21
R3	165-23	165-00	163-08
R2	164-08	164-08	163-04
R1	163-17	163-17	162-31	163-29
PP	162-25	162-25	162-25	162-30
S1	162-02	162-02	162-23	162-14
S2	161-10	161-10	162-18
S3	159-27	160-19	162-14
S4	158-12	159-04	162-01

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	162-00	4-14	2.7%	1-12	0.9%	19%	False	True	7,113
10	166-31	162-00	4-31	3.1%	1-06	0.7%	17%	False	True	5,091
20	169-10	162-00	7-10	4.5%	1-03	0.7%	12%	False	True	2,733

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	0-08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169-23
2.618	167-10
1.618	165-27
1.000	164-30
0.618	164-12
HIGH	163-15
0.618	162-29
0.500	162-24
0.382	162-18
LOW	162-00
0.618	161-03
1.000	160-17
1.618	159-20
2.618	158-05
4.250	155-24

Fisher Pivots for day following 17-Feb-2021
Pivot	1 day	3 day
R1	162-26	163-30
PP	162-25	163-18
S1	162-24	163-07

Download as Excel Spreadsheet

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

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