ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 16-Jun-2021

Day Change Summary
	Previous	Current
	15-Jun-2021	16-Jun-2021	Change	Change %	Previous Week
Open	158-23	158-19	-0-04	-0.1%	157-25
High	158-31	158-31	0-00	0.0%	159-29
Low	158-09	157-12	-0-29	-0.6%	156-31
Close	158-17	157-26	-0-23	-0.5%	159-07
Range	0-22	1-19	0-29	131.8%	2-30
ATR	1-02	1-03	0-01	3.5%	0-00
Volume	337,054	463,532	126,478	37.5%	1,735,042

Daily Pivots for day following 16-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-27	161-29	158-22
R3	161-08	160-10	158-08
R2	159-21	159-21	158-03
R1	158-23	158-23	157-31	158-13
PP	158-02	158-02	158-02	157-28
S1	157-04	157-04	157-21	156-25
S2	156-15	156-15	157-17
S3	154-28	155-17	157-12
S4	153-09	153-30	156-30

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	157-12	2-17	1.6%	1-05	0.7%	17%	False	True	367,437
10	159-29	155-26	4-03	2.6%	1-06	0.7%	49%	False	False	344,008
20	159-29	154-08	5-21	3.6%	1-02	0.7%	63%	False	False	352,673
40	159-29	153-28	6-01	3.8%	1-02	0.7%	65%	False	False	177,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	165-24
2.618	163-05
1.618	161-18
1.000	160-18
0.618	159-31
HIGH	158-31
0.618	158-12
0.500	158-06
0.382	157-31
LOW	157-12
0.618	156-12
1.000	155-25
1.618	154-25
2.618	153-06
4.250	150-19

Fisher Pivots for day following 16-Jun-2021
Pivot	1 day	3 day
R1	158-06	158-13
PP	158-02	158-07
S1	157-30	158-00

Download as Excel Spreadsheet

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

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