ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 25-Feb-2021

Day Change Summary
	Previous	Current
	24-Feb-2021	25-Feb-2021	Change	Change %	Previous Week
Open	161-00	160-03	-0-29	-0.6%	164-11
High	161-12	160-07	-1-05	-0.7%	164-11
Low	158-30	156-08	-2-22	-1.7%	161-09
Close	160-00	158-07	-1-25	-1.1%	161-18
Range	2-14	3-31	1-17	62.8%	3-02
ATR	1-10	1-16	0-06	14.5%	0-00
Volume	714,026	697,456	-16,570	-2.3%	234,587

Daily Pivots for day following 25-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-04	168-05	160-13
R3	166-05	164-06	159-10
R2	162-06	162-06	158-30
R1	160-07	160-07	158-19	159-07
PP	158-07	158-07	158-07	157-24
S1	156-08	156-08	157-27	155-08
S2	154-08	154-08	157-16
S3	150-09	152-09	157-04
S4	146-10	148-10	156-01

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	163-03	156-08	6-27	4.3%	2-04	1.3%	29%	False	True	539,528
10	166-14	156-08	10-06	6.4%	1-25	1.1%	19%	False	True	278,895
20	169-10	156-08	13-02	8.3%	1-13	0.9%	15%	False	True	140,525
40	171-26	156-08	15-18	9.8%	1-07	0.8%	13%	False	True	70,283

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	0-08
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	177-03
2.618	170-19
1.618	166-20
1.000	164-06
0.618	162-21
HIGH	160-07
0.618	158-22
0.500	158-08
0.382	157-25
LOW	156-08
0.618	153-26
1.000	152-09
1.618	149-27
2.618	145-28
4.250	139-12

Fisher Pivots for day following 25-Feb-2021
Pivot	1 day	3 day
R1	158-08	158-26
PP	158-07	158-20
S1	158-07	158-13

Download as Excel Spreadsheet

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

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