ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	157-28	158-24	0-28	0.6%	156-08
High	159-06	159-25	0-19	0.4%	157-17
Low	157-26	157-31	0-05	0.1%	155-16
Close	158-25	159-10	0-17	0.3%	157-15
Range	1-12	1-26	0-14	31.8%	2-01
ATR	1-03	1-04	0-02	4.8%	0-00
Volume	371,625	502,585	130,960	35.2%	1,227,464

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-15	163-22	160-10
R3	162-21	161-28	159-26
R2	160-27	160-27	159-21
R1	160-02	160-02	159-15	160-15
PP	159-01	159-01	159-01	159-07
S1	158-08	158-08	159-05	158-21
S2	157-07	157-07	158-31
S3	155-13	156-14	158-26
S4	153-19	154-20	158-10

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	159-25	155-26	3-31	2.5%	1-12	0.9%	88%	True	False	367,273
10	159-25	155-16	4-09	2.7%	1-05	0.7%	89%	True	False	341,208
20	159-25	153-28	5-29	3.7%	1-01	0.6%	92%	True	False	286,834
40	159-25	153-28	5-29	3.7%	1-03	0.7%	92%	True	False	143,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	167-16
2.618	164-17
1.618	162-23
1.000	161-19
0.618	160-29
HIGH	159-25
0.618	159-03
0.500	158-28
0.382	158-21
LOW	157-31
0.618	156-27
1.000	156-05
1.618	155-01
2.618	153-07
4.250	150-09

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	159-05	159-01
PP	159-01	158-24
S1	158-28	158-15

Download as Excel Spreadsheet

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

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