ECBOT 30 Year Treasury Bond Future December 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	164-10	164-17	0-07	0.1%	162-18
High	165-13	164-31	-0-14	-0.3%	163-23
Low	163-27	163-31	0-04	0.1%	162-06
Close	164-20	164-04	-0-16	-0.3%	163-05
Range	1-18	1-00	-0-18	-36.0%	1-17
ATR	1-13	1-12	-0-01	-2.0%	0-00
Volume	615	1,605	990	161.0%	1,092

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-11	166-24	164-22
R3	166-11	165-24	164-13
R2	165-11	165-11	164-10
R1	164-24	164-24	164-07	164-18
PP	164-11	164-11	164-11	164-08
S1	163-24	163-24	164-01	163-18
S2	163-11	163-11	163-30
S3	162-11	162-24	163-27
S4	161-11	161-24	163-18

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-20	166-29	164-00
R3	166-03	165-12	163-18
R2	164-18	164-18	163-14
R1	163-27	163-27	163-09	164-07
PP	163-01	163-01	163-01	163-06
S1	162-10	162-10	163-01	162-22
S2	161-16	161-16	162-28
S3	159-31	160-25	162-24
S4	158-14	159-08	162-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-13	162-18	2-27	1.7%	1-08	0.8%	55%	False	False	659
10	165-13	161-29	3-16	2.1%	1-05	0.7%	63%	False	False	387

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-07
2.618	167-19
1.618	166-19
1.000	165-31
0.618	165-19
HIGH	164-31
0.618	164-19
0.500	164-15
0.382	164-11
LOW	163-31
0.618	163-11
1.000	162-31
1.618	162-11
2.618	161-11
4.250	159-23

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	164-15	164-20
PP	164-11	164-15
S1	164-08	164-09

Download as Excel Spreadsheet

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

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