ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	159-27	160-04	0-09	0.2%	159-13
High	160-12	160-07	-0-05	-0.1%	161-11
Low	159-08	159-15	0-07	0.1%	157-12
Close	159-30	159-25	-0-05	-0.1%	160-30
Range	1-04	0-24	-0-12	-33.3%	3-31
ATR	1-14	1-12	-0-02	-3.4%	0-00
Volume	324,709	255,645	-69,064	-21.3%	2,260,438

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-02	161-22	160-06
R3	161-10	160-30	160-00
R2	160-18	160-18	159-29
R1	160-06	160-06	159-27	160-00
PP	159-26	159-26	159-26	159-24
S1	159-14	159-14	159-23	159-08
S2	159-02	159-02	159-21
S3	158-10	158-22	159-18
S4	157-18	157-30	159-12

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	157-16	5-18	3.5%	2-03	1.3%	41%	False	False	452,347
10	163-02	157-12	5-22	3.6%	1-20	1.0%	42%	False	False	409,892
20	163-02	155-16	7-18	4.7%	1-11	0.8%	57%	False	False	398,227
40	163-02	153-28	9-06	5.8%	1-07	0.8%	64%	False	False	233,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	163-13
2.618	162-06
1.618	161-14
1.000	160-31
0.618	160-22
HIGH	160-07
0.618	159-30
0.500	159-27
0.382	159-24
LOW	159-15
0.618	159-00
1.000	158-23
1.618	158-08
2.618	157-16
4.250	156-09

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	159-27	161-05
PP	159-26	160-22
S1	159-26	160-08

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

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