ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	163-21	164-09	0-20	0.4%	163-05
High	164-19	164-20	0-01	0.0%	164-20
Low	163-20	164-01	0-13	0.2%	163-00
Close	164-08	164-07	-0-01	0.0%	164-07
Range	0-31	0-19	-0-12	-38.7%	1-20
ATR	1-09	1-08	-0-02	-3.8%	0-00
Volume	10,552	13,954	3,402	32.2%	48,974

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-02	165-24	164-17
R3	165-15	165-05	164-12
R2	164-28	164-28	164-10
R1	164-18	164-18	164-09	164-14
PP	164-09	164-09	164-09	164-07
S1	163-31	163-31	164-05	163-27
S2	163-22	163-22	164-04
S3	163-03	163-12	164-02
S4	162-16	162-25	163-29

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-26	168-05	165-04
R3	167-06	166-17	164-21
R2	165-18	165-18	164-17
R1	164-29	164-29	164-12	165-08
PP	163-30	163-30	163-30	164-04
S1	163-09	163-09	164-02	163-20
S2	162-10	162-10	163-29
S3	160-22	161-21	163-25
S4	159-02	160-01	163-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-20	163-00	1-20	1.0%	0-30	0.6%	75%	True	False	9,794
10	164-20	161-01	3-19	2.2%	1-02	0.6%	89%	True	False	6,389
20	165-13	161-01	4-12	2.7%	1-05	0.7%	73%	False	False	3,444

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	167-05
2.618	166-06
1.618	165-19
1.000	165-07
0.618	165-00
HIGH	164-20
0.618	164-13
0.500	164-11
0.382	164-08
LOW	164-01
0.618	163-21
1.000	163-14
1.618	163-02
2.618	162-15
4.250	161-16

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	164-11	164-03
PP	164-09	163-30
S1	164-08	163-26

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

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