ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	156-01	157-25	1-24	1.1%	156-08
High	157-17	157-25	0-08	0.2%	157-17
Low	155-26	156-31	1-05	0.7%	155-16
Close	157-15	157-07	-0-08	-0.2%	157-15
Range	1-23	0-26	-0-29	-52.7%	2-01
ATR	1-02	1-02	-0-01	-1.7%	0-00
Volume	402,439	212,700	-189,739	-47.1%	1,227,464

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	159-24	159-10	157-21
R3	158-30	158-16	157-14
R2	158-04	158-04	157-12
R1	157-22	157-22	157-09	157-16
PP	157-10	157-10	157-10	157-08
S1	156-28	156-28	157-05	156-22
S2	156-16	156-16	157-02
S3	155-22	156-02	157-00
S4	154-28	155-08	156-25

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-30	162-07	158-19
R3	160-29	160-06	158-01
R2	158-28	158-28	157-27
R1	158-05	158-05	157-21	158-17
PP	156-27	156-27	156-27	157-00
S1	156-04	156-04	157-09	156-16
S2	154-26	154-26	157-03
S3	152-25	154-03	156-29
S4	150-24	152-02	156-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-25	155-16	2-09	1.5%	1-00	0.6%	75%	True	False	288,032
10	157-25	155-16	2-09	1.5%	1-00	0.6%	75%	True	False	425,243
20	157-25	153-28	3-29	2.5%	1-00	0.6%	86%	True	False	226,196
40	158-24	153-28	4-28	3.1%	1-02	0.7%	69%	False	False	113,261

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	161-08
2.618	159-29
1.618	159-03
1.000	158-19
0.618	158-09
HIGH	157-25
0.618	157-15
0.500	157-12
0.382	157-09
LOW	156-31
0.618	156-15
1.000	156-05
1.618	155-21
2.618	154-27
4.250	153-17

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	157-12	157-03
PP	157-10	156-30
S1	157-09	156-26

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

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