ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	158-24	159-24	1-00	0.6%	157-25
High	159-25	159-29	0-04	0.1%	159-29
Low	157-31	159-03	1-04	0.7%	156-31
Close	159-10	159-07	-0-03	-0.1%	159-07
Range	1-26	0-26	-1-00	-55.2%	2-30
ATR	1-04	1-04	-0-01	-2.0%	0-00
Volume	502,585	301,116	-201,469	-40.1%	1,735,042

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	161-27	161-11	159-21
R3	161-01	160-17	159-14
R2	160-07	160-07	159-12
R1	159-23	159-23	159-09	159-18
PP	159-13	159-13	159-13	159-11
S1	158-29	158-29	159-05	158-24
S2	158-19	158-19	159-02
S3	157-25	158-03	159-00
S4	156-31	157-09	158-25

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-16	166-10	160-27
R3	164-18	163-12	160-01
R2	161-20	161-20	159-24
R1	160-14	160-14	159-16	161-01
PP	158-22	158-22	158-22	159-00
S1	157-16	157-16	158-30	158-03
S2	155-24	155-24	158-22
S3	152-26	154-18	158-13
S4	149-28	151-20	157-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-29	156-31	2-30	1.8%	1-06	0.8%	77%	True	False	347,008
10	159-29	155-16	4-13	2.8%	1-04	0.7%	84%	True	False	337,764
20	159-29	154-08	5-21	3.6%	1-01	0.6%	88%	True	False	301,679
40	159-29	153-28	6-01	3.8%	1-02	0.7%	89%	True	False	151,318

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	163-12
2.618	162-01
1.618	161-07
1.000	160-23
0.618	160-13
HIGH	159-29
0.618	159-19
0.500	159-16
0.382	159-13
LOW	159-03
0.618	158-19
1.000	158-09
1.618	157-25
2.618	156-31
4.250	155-21

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	159-16	159-03
PP	159-13	158-31
S1	159-10	158-28

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

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