ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	162-14	163-16	1-02	0.7%	162-25
High	163-27	163-19	-0-08	-0.2%	163-27
Low	162-13	162-14	0-01	0.0%	161-20
Close	163-18	162-23	-0-27	-0.5%	162-23
Range	1-14	1-05	-0-09	-19.6%	2-07
ATR	1-04	1-04	0-00	0.1%	0-00
Volume	427,928	287,052	-140,876	-32.9%	1,377,565

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	166-12	165-23	163-11
R3	165-07	164-18	163-01
R2	164-02	164-02	162-30
R1	163-13	163-13	162-26	163-05
PP	162-29	162-29	162-29	162-26
S1	162-08	162-08	162-20	162-00
S2	161-24	161-24	162-16
S3	160-19	161-03	162-13
S4	159-14	159-30	162-03

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-12	168-09	163-30
R3	167-05	166-02	163-11
R2	164-30	164-30	163-04
R1	163-27	163-27	162-30	163-09
PP	162-23	162-23	162-23	162-14
S1	161-20	161-20	162-16	161-02
S2	160-16	160-16	162-10
S3	158-09	159-13	162-03
S4	156-02	157-06	161-16

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%	1-08	0.8%	46%	False	False	341,979
10	164-00	161-20	2-12	1.5%	1-02	0.7%	46%	False	False	340,588
20	164-20	161-15	3-05	1.9%	1-02	0.6%	40%	False	False	247,957
40	165-15	161-01	4-14	2.7%	1-05	0.7%	38%	False	False	124,394

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-16
2.618	166-20
1.618	165-15
1.000	164-24
0.618	164-10
HIGH	163-19
0.618	163-05
0.500	163-00
0.382	162-28
LOW	162-14
0.618	161-23
1.000	161-09
1.618	160-18
2.618	159-13
4.250	157-17

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	163-00	162-26
PP	162-29	162-25
S1	162-26	162-24

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

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