ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	162-13	162-10	-0-03	-0.1%	164-06
High	162-21	163-08	0-19	0.4%	164-10
Low	161-25	162-09	0-16	0.3%	161-25
Close	162-16	162-30	0-14	0.3%	162-30
Range	0-28	0-31	0-03	10.7%	2-17
ATR	1-05	1-05	0-00	-1.2%	0-00
Volume	570,295	322,825	-247,470	-43.4%	1,823,393

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-23	165-10	163-15
R3	164-24	164-11	163-07
R2	163-25	163-25	163-04
R1	163-12	163-12	163-01	163-18
PP	162-26	162-26	162-26	162-30
S1	162-13	162-13	162-27	162-20
S2	161-27	161-27	162-24
S3	160-28	161-14	162-21
S4	159-29	160-15	162-13

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-19	169-10	164-11
R3	168-02	166-25	163-20
R2	165-17	165-17	163-13
R1	164-08	164-08	163-05	163-20
PP	163-00	163-00	163-00	162-23
S1	161-23	161-23	162-23	161-03
S2	160-15	160-15	162-15
S3	157-30	159-06	162-08
S4	155-13	156-21	161-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-10	161-25	2-17	1.6%	0-31	0.6%	46%	False	False	364,678
10	164-20	161-25	2-27	1.7%	0-30	0.6%	41%	False	False	187,236
20	165-13	161-01	4-12	2.7%	1-03	0.7%	44%	False	False	94,559

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

Fibonacci Retracements and Extensions
4.250	167-12
2.618	165-25
1.618	164-26
1.000	164-07
0.618	163-27
HIGH	163-08
0.618	162-28
0.500	162-25
0.382	162-21
LOW	162-09
0.618	161-22
1.000	161-10
1.618	160-23
2.618	159-24
4.250	158-05

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	162-28	162-27
PP	162-26	162-25
S1	162-25	162-22

Download as Excel Spreadsheet

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

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