ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	154-10	154-13	0-03	0.1%	155-21
High	155-09	155-14	0-05	0.1%	156-20
Low	153-26	154-10	0-16	0.3%	153-07
Close	154-03	155-08	1-05	0.8%	154-03
Range	1-15	1-04	-0-11	-23.4%	3-13
ATR	1-20	1-19	-0-01	-1.2%	0-00
Volume	480,369	362,149	-118,220	-24.6%	2,531,200

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	158-12	157-30	155-28
R3	157-08	156-26	155-18
R2	156-04	156-04	155-15
R1	155-22	155-22	155-11	155-29
PP	155-00	155-00	155-00	155-04
S1	154-18	154-18	155-05	154-25
S2	153-28	153-28	155-01
S3	152-24	153-14	154-30
S4	151-20	152-10	154-20

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-28	162-28	155-31
R3	161-15	159-15	155-01
R2	158-02	158-02	154-23
R1	156-02	156-02	154-13	155-12
PP	154-21	154-21	154-21	154-09
S1	152-21	152-21	153-25	151-31
S2	151-08	151-08	153-15
S3	147-27	149-08	153-05
S4	144-14	145-27	152-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-20	153-07	3-13	2.2%	1-15	1.0%	60%	False	False	496,761
10	158-28	153-07	5-21	3.6%	1-16	1.0%	36%	False	False	490,550
20	161-12	153-07	8-05	5.3%	1-26	1.2%	25%	False	False	544,337
40	169-10	153-07	16-03	10.4%	1-16	1.0%	13%	False	False	289,777

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	160-07
2.618	158-12
1.618	157-08
1.000	156-18
0.618	156-04
HIGH	155-14
0.618	155-00
0.500	154-28
0.382	154-24
LOW	154-10
0.618	153-20
1.000	153-06
1.618	152-16
2.618	151-12
4.250	149-17

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	155-04	154-31
PP	155-00	154-21
S1	154-28	154-12

Download as Excel Spreadsheet

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

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