ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 19-May-2021

Day Change Summary
	Previous	Current
	18-May-2021	19-May-2021	Change	Change %	Previous Week
Open	155-01	155-03	0-02	0.0%	156-08
High	155-13	155-22	0-09	0.2%	156-24
Low	154-26	154-08	-0-18	-0.4%	153-28
Close	155-04	154-15	-0-21	-0.4%	155-07
Range	0-19	1-14	0-27	142.1%	2-28
ATR	1-03	1-04	0-01	2.2%	0-00
Volume	5,031	12,548	7,517	149.4%	15,622

Daily Pivots for day following 19-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	159-04	158-07	155-08
R3	157-22	156-25	154-28
R2	156-08	156-08	154-23
R1	155-11	155-11	154-19	155-03
PP	154-26	154-26	154-26	154-21
S1	153-29	153-29	154-11	153-21
S2	153-12	153-12	154-07
S3	151-30	152-15	154-02
S4	150-16	151-01	153-22

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	163-29	162-14	156-26
R3	161-01	159-18	156-00
R2	158-05	158-05	155-24
R1	156-22	156-22	155-15	156-00
PP	155-09	155-09	155-09	154-30
S1	153-26	153-26	154-31	153-04
S2	152-13	152-13	154-22
S3	149-17	150-30	154-14
S4	146-21	148-02	153-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-26	153-28	1-30	1.3%	0-30	0.6%	31%	False	False	6,072
10	158-24	153-28	4-28	3.2%	1-05	0.8%	12%	False	False	4,099
20	158-24	153-28	4-28	3.2%	1-03	0.7%	12%	False	False	2,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	161-26
2.618	159-14
1.618	158-00
1.000	157-04
0.618	156-18
HIGH	155-22
0.618	155-04
0.500	154-31
0.382	154-26
LOW	154-08
0.618	153-12
1.000	152-26
1.618	151-30
2.618	150-16
4.250	148-04

Fisher Pivots for day following 19-May-2021
Pivot	1 day	3 day
R1	154-31	155-01
PP	154-26	154-27
S1	154-20	154-21

Download as Excel Spreadsheet

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

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