ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	158-02	157-16	-0-18	-0.4%	156-17
High	158-28	157-24	-1-04	-0.7%	158-28
Low	157-12	155-12	-2-00	-1.3%	155-12
Close	157-29	155-18	-2-11	-1.5%	155-18
Range	1-16	2-12	0-28	58.3%	3-16
ATR	1-19	1-21	0-02	4.2%	0-00
Volume	559,849	520,153	-39,696	-7.1%	2,394,560

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	163-11	161-27	156-28
R3	160-31	159-15	156-07
R2	158-19	158-19	156-00
R1	157-03	157-03	155-25	156-21
PP	156-07	156-07	156-07	156-00
S1	154-23	154-23	155-11	154-09
S2	153-27	153-27	155-04
S3	151-15	152-11	154-29
S4	149-03	149-31	154-08

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-03	164-27	157-16
R3	163-19	161-11	156-17
R2	160-03	160-03	156-07
R1	157-27	157-27	155-28	157-07
PP	156-19	156-19	156-19	156-10
S1	154-11	154-11	155-08	153-23
S2	153-03	153-03	154-29
S3	149-19	150-27	154-19
S4	146-03	147-11	153-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-28	155-12	3-16	2.2%	1-15	0.9%	5%	False	True	478,912
10	160-26	155-12	5-14	3.5%	1-21	1.1%	3%	False	True	502,016
20	165-27	155-12	10-15	6.7%	1-27	1.2%	2%	False	True	433,726
40	169-10	155-12	13-30	9.0%	1-14	0.9%	1%	False	True	217,447

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	0-14
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	167-27
2.618	163-31
1.618	161-19
1.000	160-04
0.618	159-07
HIGH	157-24
0.618	156-27
0.500	156-18
0.382	156-09
LOW	155-12
0.618	153-29
1.000	153-00
1.618	151-17
2.618	149-05
4.250	145-09

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	156-18	157-04
PP	156-07	156-19
S1	155-29	156-03

Download as Excel Spreadsheet

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

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