ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	159-28	158-05	-1-23	-1.1%	161-16
High	159-29	158-31	-0-30	-0.6%	161-27
Low	157-27	156-24	-1-03	-0.7%	156-08
Close	158-17	157-03	-1-14	-0.9%	159-07
Range	2-02	2-07	0-05	7.6%	5-19
ATR	1-22	1-23	0-01	2.3%	0-00
Volume	460,840	555,362	94,522	20.5%	3,415,548

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-08	162-29	158-10
R3	162-01	160-22	157-23
R2	159-26	159-26	157-16
R1	158-15	158-15	157-10	158-01
PP	157-19	157-19	157-19	157-13
S1	156-08	156-08	156-28	155-26
S2	155-12	155-12	156-22
S3	153-05	154-01	156-15
S4	150-30	151-26	155-28

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	175-28	173-05	162-09
R3	170-09	167-18	160-24
R2	164-22	164-22	160-08
R1	161-31	161-31	159-23	160-17
PP	159-03	159-03	159-03	158-13
S1	156-12	156-12	158-23	154-30
S2	153-16	153-16	158-06
S3	147-29	150-25	157-22
S4	142-10	145-06	156-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-02	156-24	4-10	2.7%	2-07	1.4%	8%	False	True	579,488
10	163-03	156-08	6-27	4.4%	2-06	1.4%	12%	False	False	559,508
20	166-14	156-08	10-06	6.5%	1-22	1.1%	8%	False	False	285,150
40	170-21	156-08	14-13	9.2%	1-13	0.9%	6%	False	False	142,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-14
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	168-13
2.618	164-25
1.618	162-18
1.000	161-06
0.618	160-11
HIGH	158-31
0.618	158-04
0.500	157-28
0.382	157-19
LOW	156-24
0.618	155-12
1.000	154-17
1.618	153-05
2.618	150-30
4.250	147-10

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	157-28	158-13
PP	157-19	157-31
S1	157-11	157-17

Download as Excel Spreadsheet

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

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