ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	155-30	155-06	-0-24	-0.5%	156-17
High	156-04	155-17	-0-19	-0.4%	158-28
Low	154-17	153-07	-1-10	-0.8%	155-12
Close	155-05	154-00	-1-05	-0.7%	155-18
Range	1-19	2-10	0-23	45.1%	3-16
ATR	1-18	1-20	0-02	3.4%	0-00
Volume	551,617	646,234	94,617	17.2%	2,394,560

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	161-06	159-29	155-09
R3	158-28	157-19	154-20
R2	156-18	156-18	154-14
R1	155-09	155-09	154-07	154-25
PP	154-08	154-08	154-08	154-00
S1	152-31	152-31	153-25	152-15
S2	151-30	151-30	153-18
S3	149-20	150-21	153-12
S4	147-10	148-11	152-23

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	157-24	153-07	4-17	2.9%	1-21	1.1%	17%	False	True	514,196
10	158-28	153-07	5-21	3.7%	1-15	1.0%	14%	False	True	504,008
20	163-03	153-07	9-28	6.4%	1-26	1.2%	8%	False	True	531,758
40	169-10	153-07	16-03	10.5%	1-15	1.0%	5%	False	True	268,716

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	0-11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	165-12
2.618	161-19
1.618	159-09
1.000	157-27
0.618	156-31
HIGH	155-17
0.618	154-21
0.500	154-12
0.382	154-03
LOW	153-07
0.618	151-25
1.000	150-29
1.618	149-15
2.618	147-05
4.250	143-13

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	154-12	154-30
PP	154-08	154-20
S1	154-04	154-10

Download as Excel Spreadsheet

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

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