ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	155-16	155-28	0-12	0.2%	155-06
High	155-29	156-13	0-16	0.3%	155-29
Low	155-11	155-23	0-12	0.2%	154-08
Close	155-22	156-04	0-14	0.3%	155-22
Range	0-18	0-22	0-04	22.2%	1-21
ATR	1-03	1-02	-0-01	-2.4%	0-00
Volume	167,163	441,793	274,630	164.3%	255,875

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	158-05	157-26	156-16
R3	157-15	157-04	156-10
R2	156-25	156-25	156-08
R1	156-14	156-14	156-06	156-20
PP	156-03	156-03	156-03	156-05
S1	155-24	155-24	156-02	155-30
S2	155-13	155-13	156-00
S3	154-23	155-02	155-30
S4	154-01	154-12	155-24

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	160-08	159-20	156-19
R3	158-19	157-31	156-05
R2	156-30	156-30	156-00
R1	156-10	156-10	155-27	156-20
PP	155-09	155-09	155-09	155-14
S1	154-21	154-21	155-17	154-31
S2	153-20	153-20	155-12
S3	151-31	153-00	155-07
S4	150-10	151-11	154-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-13	154-08	2-05	1.4%	0-28	0.6%	87%	True	False	138,406
10	156-13	153-28	2-17	1.6%	0-31	0.6%	89%	True	False	71,281
20	158-24	153-28	4-28	3.1%	1-03	0.7%	46%	False	False	35,960

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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-11
2.618	158-07
1.618	157-17
1.000	157-03
0.618	156-27
HIGH	156-13
0.618	156-05
0.500	156-02
0.382	155-31
LOW	155-23
0.618	155-09
1.000	155-01
1.618	154-19
2.618	153-29
4.250	152-26

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	156-03	155-29
PP	156-03	155-22
S1	156-02	155-16

Download as Excel Spreadsheet

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

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