ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	157-22	159-27	2-05	1.4%	159-13
High	160-24	161-11	0-19	0.4%	161-11
Low	157-16	159-13	1-29	1.2%	157-12
Close	159-23	160-30	1-07	0.8%	160-30
Range	3-08	1-30	-1-10	-40.4%	3-31
ATR	1-08	1-10	0-02	3.9%	0-00
Volume	721,715	505,239	-216,476	-30.0%	2,260,438

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-12	165-19	162-00
R3	164-14	163-21	161-15
R2	162-16	162-16	161-09
R1	161-23	161-23	161-04	162-04
PP	160-18	160-18	160-18	160-24
S1	159-25	159-25	160-24	160-06
S2	158-20	158-20	160-19
S3	156-22	157-27	160-13
S4	154-24	155-29	159-28

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-25	170-11	163-04
R3	167-26	166-12	162-01
R2	163-27	163-27	161-21
R1	162-13	162-13	161-10	163-04
PP	159-28	159-28	159-28	160-08
S1	158-14	158-14	160-18	159-05
S2	155-29	155-29	160-07
S3	151-30	154-15	159-27
S4	147-31	150-16	158-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-11	157-12	3-31	2.5%	1-22	1.0%	90%	True	False	452,087
10	161-11	156-31	4-12	2.7%	1-14	0.9%	91%	True	False	399,548
20	161-11	155-11	6-00	3.7%	1-07	0.7%	93%	True	False	410,119
40	161-11	153-28	7-15	4.6%	1-05	0.7%	95%	True	False	207,827

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	False
Stretch	0-07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-19
2.618	166-13
1.618	164-15
1.000	163-09
0.618	162-17
HIGH	161-11
0.618	160-19
0.500	160-12
0.382	160-05
LOW	159-13
0.618	158-07
1.000	157-15
1.618	156-09
2.618	154-11
4.250	151-06

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	160-24	160-13
PP	160-18	159-28
S1	160-12	159-12

Download as Excel Spreadsheet

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

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