ECBOT 30 Year Treasury Bond Future December 2021

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

Day Change Summary
	Previous	Current
	20-Aug-2021	23-Aug-2021	Change	Change %	Previous Week
Open	164-09	164-06	-0-03	-0.1%	163-05
High	164-20	164-10	-0-10	-0.2%	164-20
Low	164-01	163-23	-0-10	-0.2%	163-00
Close	164-07	164-09	0-02	0.0%	164-07
Range	0-19	0-19	0-00	0.0%	1-20
ATR	1-08	1-06	-0-01	-3.7%	0-00
Volume	13,954	162,020	148,066	1,061.1%	48,974

Daily Pivots for day following 23-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-28	165-22	164-19
R3	165-09	165-03	164-14
R2	164-22	164-22	164-12
R1	164-16	164-16	164-11	164-19
PP	164-03	164-03	164-03	164-05
S1	163-29	163-29	164-07	164-00
S2	163-16	163-16	164-06
S3	162-29	163-10	164-04
S4	162-10	162-23	163-31

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%	0-26	0.5%	79%	False	False	41,262
10	164-20	161-01	3-19	2.2%	1-00	0.6%	90%	False	False	21,955
20	165-13	161-01	4-12	2.7%	1-03	0.7%	74%	False	False	11,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06

Fibonacci Retracements and Extensions
4.250	166-27
2.618	165-28
1.618	165-09
1.000	164-29
0.618	164-22
HIGH	164-10
0.618	164-03
0.500	164-01
0.382	163-30
LOW	163-23
0.618	163-11
1.000	163-04
1.618	162-24
2.618	162-05
4.250	161-06

Fisher Pivots for day following 23-Aug-2021
Pivot	1 day	3 day
R1	164-06	164-07
PP	164-03	164-06
S1	164-01	164-04

Download as Excel Spreadsheet

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

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