ECBOT 30 Year Treasury Bond Future December 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	163-00	163-16	0-16	0.3%	164-06
High	163-21	163-27	0-06	0.1%	164-10
Low	162-28	162-22	-0-06	-0.1%	161-25
Close	163-15	162-31	-0-16	-0.3%	162-30
Range	0-25	1-05	0-12	48.0%	2-17
ATR	1-04	1-04	0-00	0.2%	0-00
Volume	238,057	526,416	288,359	121.1%	1,823,393

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-20	165-31	163-19
R3	165-15	164-26	163-09
R2	164-10	164-10	163-06
R1	163-21	163-21	163-02	163-13
PP	163-05	163-05	163-05	163-02
S1	162-16	162-16	162-28	162-08
S2	162-00	162-00	162-24
S3	160-27	161-11	162-21
S4	159-22	160-06	162-11

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	163-27	161-25	2-02	1.3%	1-01	0.6%	58%	True	False	428,496
10	164-20	161-25	2-27	1.7%	0-29	0.6%	42%	False	False	262,812
20	165-13	161-01	4-12	2.7%	1-02	0.7%	44%	False	False	132,756

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	168-24
2.618	166-28
1.618	165-23
1.000	165-00
0.618	164-18
HIGH	163-27
0.618	163-13
0.500	163-09
0.382	163-04
LOW	162-22
0.618	161-31
1.000	161-17
1.618	160-26
2.618	159-21
4.250	157-25

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	163-09	163-02
PP	163-05	163-01
S1	163-02	163-00

Download as Excel Spreadsheet

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

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