ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 22-Feb-2021

Day Change Summary
	Previous	Current
	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	162-28	161-16	-1-12	-0.8%	164-11
High	163-03	161-27	-1-08	-0.8%	164-11
Low	161-09	160-17	-0-24	-0.5%	161-09
Close	161-18	160-26	-0-24	-0.5%	161-18
Range	1-26	1-10	-0-16	-27.6%	3-02
ATR	1-07	1-08	0-00	0.5%	0-00
Volume	148,620	442,321	293,701	197.6%	234,587

Daily Pivots for day following 22-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-00	164-07	161-17
R3	163-22	162-29	161-06
R2	162-12	162-12	161-02
R1	161-19	161-19	160-30	161-11
PP	161-02	161-02	161-02	160-30
S1	160-09	160-09	160-22	160-01
S2	159-24	159-24	160-18
S3	158-14	158-31	160-14
S4	157-04	157-21	160-03

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-19	169-20	163-08
R3	168-17	166-18	162-13
R2	165-15	165-15	162-04
R1	163-16	163-16	161-27	162-31
PP	162-13	162-13	162-13	162-04
S1	160-14	160-14	161-09	159-29
S2	159-11	159-11	161-00
S3	156-09	157-12	160-23
S4	153-07	154-10	159-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-11	160-17	3-26	2.4%	1-19	1.0%	7%	False	True	135,381
10	166-14	160-17	5-29	3.7%	1-11	0.8%	5%	False	True	69,440
20	169-10	160-17	8-25	5.5%	1-06	0.7%	3%	False	True	35,218

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	0-09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	167-14
2.618	165-09
1.618	163-31
1.000	163-05
0.618	162-21
HIGH	161-27
0.618	161-11
0.500	161-06
0.382	161-01
LOW	160-17
0.618	159-23
1.000	159-07
1.618	158-13
2.618	157-03
4.250	154-31

Fisher Pivots for day following 22-Feb-2021
Pivot	1 day	3 day
R1	161-06	162-04
PP	161-02	161-22
S1	160-30	161-08

Download as Excel Spreadsheet

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

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