ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	160-29	161-00	0-03	0.1%	164-11
High	161-08	161-12	0-04	0.1%	164-11
Low	160-05	158-30	-1-07	-0.8%	161-09
Close	160-19	160-00	-0-19	-0.4%	161-18
Range	1-03	2-14	1-11	122.9%	3-02
ATR	1-07	1-10	0-03	7.1%	0-00
Volume	695,221	714,026	18,805	2.7%	234,587

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-13	166-05	161-11
R3	164-31	163-23	160-21
R2	162-17	162-17	160-14
R1	161-09	161-09	160-07	160-22
PP	160-03	160-03	160-03	159-26
S1	158-27	158-27	159-25	158-08
S2	157-21	157-21	159-18
S3	155-07	156-13	159-11
S4	152-25	153-31	158-21

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	163-22	158-30	4-24	3.0%	1-20	1.0%	22%	False	True	411,803
10	166-14	158-30	7-16	4.7%	1-16	0.9%	14%	False	True	209,458
20	169-10	158-30	10-12	6.5%	1-09	0.8%	10%	False	True	105,664
40	171-26	158-30	12-28	8.0%	1-05	0.7%	8%	False	True	52,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	171-24
2.618	167-24
1.618	165-10
1.000	163-26
0.618	162-28
HIGH	161-12
0.618	160-14
0.500	160-05
0.382	159-28
LOW	158-30
0.618	157-14
1.000	156-16
1.618	155-00
2.618	152-18
4.250	148-18

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	160-05	160-13
PP	160-03	160-08
S1	160-02	160-04

Download as Excel Spreadsheet

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

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