ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	166-01	166-06	0-05	0.1%	164-04
High	167-00	166-18	-0-14	-0.3%	165-12
Low	165-12	165-16	0-04	0.1%	163-23
Close	166-06	165-22	-0-16	-0.3%	164-23
Range	1-20	1-02	-0-18	-34.6%	1-21
ATR	1-14	1-13	-0-01	-1.9%	0-00
Volume	419,510	275,103	-144,407	-34.4%	1,601,076

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-03	168-15	166-09
R3	168-01	167-13	165-31
R2	166-31	166-31	165-28
R1	166-11	166-11	165-25	166-04
PP	165-29	165-29	165-29	165-26
S1	165-09	165-09	165-19	165-02
S2	164-27	164-27	165-16
S3	163-25	164-07	165-13
S4	162-23	163-05	165-03

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-18	168-26	165-20
R3	167-29	167-05	165-06
R2	166-08	166-08	165-01
R1	165-16	165-16	164-28	165-28
PP	164-19	164-19	164-19	164-26
S1	163-27	163-27	164-18	164-07
S2	162-30	162-30	164-13
S3	161-09	162-06	164-08
S4	159-20	160-17	163-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-00	164-03	2-29	1.8%	1-10	0.8%	55%	False	False	343,046
10	167-00	163-14	3-18	2.2%	1-08	0.8%	63%	False	False	315,616
20	167-04	161-06	5-30	3.6%	1-15	0.9%	76%	False	False	343,769
40	167-04	157-12	9-24	5.9%	1-14	0.9%	85%	False	False	357,222
60	167-04	153-28	13-08	8.0%	1-10	0.8%	89%	False	False	325,491
80	167-04	153-28	13-08	8.0%	1-08	0.8%	89%	False	False	244,224

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171-02
2.618	169-11
1.618	168-09
1.000	167-20
0.618	167-07
HIGH	166-18
0.618	166-05
0.500	166-01
0.382	165-29
LOW	165-16
0.618	164-27
1.000	164-14
1.618	163-25
2.618	162-23
4.250	161-00

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	166-01	166-06
PP	165-29	166-01
S1	165-26	165-27

Download as Excel Spreadsheet

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

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