ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	159-27	161-08	1-13	0.9%	159-13
High	161-11	163-02	1-23	1.1%	161-11
Low	159-13	159-21	0-08	0.2%	157-12
Close	160-30	159-30	-1-00	-0.6%	160-30
Range	1-30	3-13	1-15	75.8%	3-31
ATR	1-10	1-15	0-05	11.5%	0-00
Volume	505,239	454,429	-50,810	-10.1%	2,260,438

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-03	168-30	161-26
R3	167-22	165-17	160-28
R2	164-09	164-09	160-18
R1	162-04	162-04	160-08	161-16
PP	160-28	160-28	160-28	160-19
S1	158-23	158-23	159-20	158-03
S2	157-15	157-15	159-10
S3	154-02	155-10	159-00
S4	150-21	151-29	158-02

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	163-02	157-12	5-22	3.6%	2-06	1.4%	45%	True	False	496,393
10	163-02	157-05	5-29	3.7%	1-22	1.1%	47%	True	False	423,720
20	163-02	155-16	7-18	4.7%	1-11	0.8%	59%	True	False	424,482
40	163-02	153-28	9-06	5.7%	1-07	0.8%	66%	True	False	219,188

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	0-12
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	177-17
2.618	171-31
1.618	168-18
1.000	166-15
0.618	165-05
HIGH	163-02
0.618	161-24
0.500	161-12
0.382	160-31
LOW	159-21
0.618	157-18
1.000	156-08
1.618	154-05
2.618	150-24
4.250	145-06

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	161-12	160-09
PP	160-28	160-05
S1	160-13	160-02

Download as Excel Spreadsheet

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

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