ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	157-25	157-06	-0-19	-0.4%	156-08
High	157-25	158-11	0-18	0.4%	157-17
Low	156-31	157-05	0-06	0.1%	155-16
Close	157-07	158-00	0-25	0.5%	157-15
Range	0-26	1-06	0-12	46.2%	2-01
ATR	1-02	1-02	0-00	1.0%	0-00
Volume	212,700	347,016	134,316	63.1%	1,227,464

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	161-13	160-28	158-21
R3	160-07	159-22	158-10
R2	159-01	159-01	158-07
R1	158-16	158-16	158-03	158-25
PP	157-27	157-27	157-27	157-31
S1	157-10	157-10	157-29	157-19
S2	156-21	156-21	157-25
S3	155-15	156-04	157-22
S4	154-09	154-30	157-11

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	158-11	155-26	2-17	1.6%	1-02	0.7%	86%	True	False	292,678
10	158-11	155-16	2-27	1.8%	1-01	0.7%	88%	True	False	415,766
20	158-11	153-28	4-15	2.8%	1-00	0.6%	92%	True	False	243,523
40	158-24	153-28	4-28	3.1%	1-02	0.7%	85%	False	False	121,936

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	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-13
2.618	161-14
1.618	160-08
1.000	159-17
0.618	159-02
HIGH	158-11
0.618	157-28
0.500	157-24
0.382	157-20
LOW	157-05
0.618	156-14
1.000	155-31
1.618	155-08
2.618	154-02
4.250	152-04

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	157-29	157-22
PP	157-27	157-12
S1	157-24	157-03

Download as Excel Spreadsheet

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

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