ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	158-03	158-02	-0-01	0.0%	160-08
High	158-11	158-28	0-17	0.3%	160-26
Low	157-10	157-12	0-02	0.0%	155-27
Close	158-05	157-29	-0-08	-0.2%	157-07
Range	1-01	1-16	0-15	45.4%	4-31
ATR	1-19	1-19	0-00	-0.5%	0-00
Volume	438,005	559,849	121,844	27.8%	2,625,608

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-18	161-23	158-23
R3	161-02	160-07	158-10
R2	159-18	159-18	158-06
R1	158-23	158-23	158-01	158-13
PP	158-02	158-02	158-02	157-28
S1	157-07	157-07	157-25	156-29
S2	156-18	156-18	157-20
S3	155-02	155-23	157-16
S4	153-18	154-07	157-03

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	172-28	170-00	159-30
R3	167-29	165-01	158-19
R2	162-30	162-30	158-04
R1	160-02	160-02	157-22	159-01
PP	157-31	157-31	157-31	157-14
S1	155-03	155-03	156-24	154-02
S2	153-00	153-00	156-10
S3	148-01	150-04	155-27
S4	143-02	145-05	154-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-28	155-27	3-01	1.9%	1-10	0.8%	68%	True	False	493,819
10	161-02	155-27	5-07	3.3%	1-25	1.1%	40%	False	False	536,653
20	166-14	155-27	10-19	6.7%	1-25	1.1%	19%	False	False	407,774
40	169-10	155-27	13-15	8.5%	1-13	0.9%	15%	False	False	204,443

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-08
2.618	162-26
1.618	161-10
1.000	160-12
0.618	159-26
HIGH	158-28
0.618	158-10
0.500	158-04
0.382	157-30
LOW	157-12
0.618	156-14
1.000	155-28
1.618	154-30
2.618	153-14
4.250	151-00

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	158-04	157-28
PP	158-02	157-26
S1	157-31	157-25

Download as Excel Spreadsheet

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

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