ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	162-25	161-26	-0-31	-0.6%	163-00
High	162-26	162-24	-0-02	0.0%	164-00
Low	161-20	161-25	0-05	0.1%	162-16
Close	161-29	162-19	0-22	0.4%	162-29
Range	1-06	0-31	-0-07	-18.4%	1-16
ATR	1-04	1-04	0-00	-1.0%	0-00
Volume	345,045	317,540	-27,505	-8.0%	1,705,499

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-09	164-29	163-04
R3	164-10	163-30	162-28
R2	163-11	163-11	162-25
R1	162-31	162-31	162-22	163-05
PP	162-12	162-12	162-12	162-15
S1	162-00	162-00	162-16	162-06
S2	161-13	161-13	162-13
S3	160-14	161-01	162-10
S4	159-15	160-02	162-02

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-20	166-25	163-23
R3	166-04	165-09	163-10
R2	164-20	164-20	163-06
R1	163-25	163-25	163-01	163-14
PP	163-04	163-04	163-04	162-31
S1	162-09	162-09	162-25	161-30
S2	161-20	161-20	162-20
S3	160-04	160-25	162-16
S4	158-20	159-09	162-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-00	161-20	2-12	1.5%	1-01	0.6%	41%	False	False	320,722
10	164-00	161-20	2-12	1.5%	1-01	0.6%	41%	False	False	374,609
20	164-20	161-01	3-19	2.2%	1-01	0.6%	43%	False	False	212,319
40	165-15	159-25	5-22	3.5%	1-05	0.7%	49%	False	False	106,520

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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	166-28
2.618	165-09
1.618	164-10
1.000	163-23
0.618	163-11
HIGH	162-24
0.618	162-12
0.500	162-08
0.382	162-05
LOW	161-25
0.618	161-06
1.000	160-26
1.618	160-07
2.618	159-08
4.250	157-21

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	162-16	162-26
PP	162-12	162-24
S1	162-08	162-21

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

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