ECBOT 30 Year Treasury Bond Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	164-18	165-02	0-16	0.3%	165-24
High	165-07	165-12	0-05	0.1%	165-28
Low	164-14	164-09	-0-05	-0.1%	163-11
Close	165-01	164-17	-0-16	-0.3%	164-16
Range	0-25	1-03	0-10	40.0%	2-17
ATR	1-05	1-05	0-00	-0.4%	0-00
Volume	160,873	32,875	-127,998	-79.6%	2,838,635

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-00	167-12	165-04
R3	166-29	166-09	164-27
R2	165-26	165-26	164-23
R1	165-06	165-06	164-20	164-31
PP	164-23	164-23	164-23	164-20
S1	164-03	164-03	164-14	163-28
S2	163-20	163-20	164-11
S3	162-17	163-00	164-07
S4	161-14	161-29	163-30

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	172-05	170-28	165-29
R3	169-20	168-11	165-06
R2	167-03	167-03	164-31
R1	165-26	165-26	164-23	165-06
PP	164-18	164-18	164-18	164-09
S1	163-09	163-09	164-09	162-21
S2	162-01	162-01	164-01
S3	159-16	160-24	163-26
S4	156-31	158-07	163-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-12	163-11	2-01	1.2%	1-01	0.6%	58%	True	False	432,395
10	166-06	163-11	2-27	1.7%	0-30	0.6%	42%	False	False	402,758
20	167-00	162-17	4-15	2.7%	1-04	0.7%	45%	False	False	358,089
40	167-04	161-06	5-30	3.6%	1-10	0.8%	56%	False	False	354,457
60	167-04	157-05	9-31	6.1%	1-11	0.8%	74%	False	False	357,911
80	167-04	153-28	13-08	8.1%	1-08	0.8%	80%	False	False	324,983
100	167-04	153-28	13-08	8.1%	1-07	0.7%	80%	False	False	260,051

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
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	170-01
2.618	168-08
1.618	167-05
1.000	166-15
0.618	166-02
HIGH	165-12
0.618	164-31
0.500	164-27
0.382	164-22
LOW	164-09
0.618	163-19
1.000	163-06
1.618	162-16
2.618	161-13
4.250	159-20

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	164-27	164-19
PP	164-23	164-18
S1	164-20	164-18

Download as Excel Spreadsheet

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

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