ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 13-May-2021

Day Change Summary
	Previous	Current
	12-May-2021	13-May-2021	Change	Change %	Previous Week
Open	155-11	154-01	-1-10	-0.8%	155-14
High	155-22	154-26	-0-28	-0.6%	158-24
Low	153-30	153-28	-0-02	0.0%	155-04
Close	154-01	154-20	0-19	0.4%	156-12
Range	1-24	0-30	-0-26	-46.4%	3-20
ATR	1-06	1-06	-0-01	-1.5%	0-00
Volume	6,497	4,219	-2,278	-35.1%	4,162

Daily Pivots for day following 13-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	157-08	156-28	155-04
R3	156-10	155-30	154-28
R2	155-12	155-12	154-26
R1	155-00	155-00	154-23	155-06
PP	154-14	154-14	154-14	154-17
S1	154-02	154-02	154-17	154-08
S2	153-16	153-16	154-14
S3	152-18	153-04	154-12
S4	151-20	152-06	154-04

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-20	165-20	158-12
R3	164-00	162-00	157-12
R2	160-12	160-12	157-01
R1	158-12	158-12	156-23	159-12
PP	156-24	156-24	156-24	157-08
S1	154-24	154-24	156-01	155-24
S2	153-04	153-04	155-23
S3	149-16	151-04	155-12
S4	145-28	147-16	154-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-24	153-28	4-28	3.2%	1-14	0.9%	15%	False	True	2,908
10	158-24	153-28	4-28	3.2%	1-08	0.8%	15%	False	True	1,747
20	158-24	153-28	4-28	3.2%	1-03	0.7%	15%	False	True	958

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-11
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	158-26
2.618	157-09
1.618	156-11
1.000	155-24
0.618	155-13
HIGH	154-26
0.618	154-15
0.500	154-11
0.382	154-07
LOW	153-28
0.618	153-09
1.000	152-30
1.618	152-11
2.618	151-13
4.250	149-28

Fisher Pivots for day following 13-May-2021
Pivot	1 day	3 day
R1	154-17	155-02
PP	154-14	154-29
S1	154-11	154-25

Download as Excel Spreadsheet

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

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