ECBOT 30 Year Treasury Bond Future June 2021

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	154-13	155-00	0-19	0.4%	155-21
High	155-14	156-18	1-04	0.7%	156-20
Low	154-10	154-28	0-18	0.4%	153-07
Close	155-08	156-05	0-29	0.6%	154-03
Range	1-04	1-22	0-18	50.0%	3-13
ATR	1-19	1-19	0-00	0.4%	0-00
Volume	362,149	373,021	10,872	3.0%	2,531,200

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	160-30	160-07	157-03
R3	159-08	158-17	156-20
R2	157-18	157-18	156-15
R1	156-27	156-27	156-10	157-07
PP	155-28	155-28	155-28	156-01
S1	155-05	155-05	156-00	155-17
S2	154-06	154-06	155-27
S3	152-16	153-15	155-22
S4	150-26	151-25	155-07

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	156-18	153-07	3-11	2.1%	1-20	1.0%	88%	True	False	482,678
10	158-28	153-07	5-21	3.6%	1-16	1.0%	52%	False	False	478,437
20	161-12	153-07	8-05	5.2%	1-27	1.2%	36%	False	False	528,227
40	169-10	153-07	16-03	10.3%	1-16	1.0%	18%	False	False	299,098

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	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	163-24
2.618	160-31
1.618	159-09
1.000	158-08
0.618	157-19
HIGH	156-18
0.618	155-29
0.500	155-23
0.382	155-17
LOW	154-28
0.618	153-27
1.000	153-06
1.618	152-05
2.618	150-15
4.250	147-22

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	156-00	155-27
PP	155-28	155-16
S1	155-23	155-06

Download as Excel Spreadsheet

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

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