ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	163-16	162-21	-0-27	-0.5%	162-25
High	163-19	163-09	-0-10	-0.2%	163-27
Low	162-14	162-18	0-04	0.1%	161-20
Close	162-23	163-05	0-14	0.3%	162-23
Range	1-05	0-23	-0-14	-37.8%	2-07
ATR	1-04	1-03	-0-01	-2.6%	0-00
Volume	287,052	220,479	-66,573	-23.2%	1,377,565

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-05	164-28	163-18
R3	164-14	164-05	163-11
R2	163-23	163-23	163-09
R1	163-14	163-14	163-07	163-18
PP	163-00	163-00	163-00	163-02
S1	162-23	162-23	163-03	162-28
S2	162-09	162-09	163-01
S3	161-18	162-00	162-31
S4	160-27	161-09	162-24

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	163-27	161-20	2-07	1.4%	1-03	0.7%	69%	False	False	319,608
10	164-00	161-20	2-12	1.5%	1-02	0.6%	64%	False	False	330,354
20	164-20	161-20	3-00	1.8%	1-00	0.6%	51%	False	False	258,795
40	165-15	161-01	4-14	2.7%	1-05	0.7%	48%	False	False	129,906

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	166-11
2.618	165-05
1.618	164-14
1.000	164-00
0.618	163-23
HIGH	163-09
0.618	163-00
0.500	162-30
0.382	162-27
LOW	162-18
0.618	162-04
1.000	161-27
1.618	161-13
2.618	160-22
4.250	159-16

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	163-02	163-05
PP	163-00	163-04
S1	162-30	163-04

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

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