ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	162-21	163-02	0-13	0.2%	162-25
High	163-09	164-22	1-13	0.9%	163-27
Low	162-18	162-18	0-00	0.0%	161-20
Close	163-05	164-10	1-05	0.7%	162-23
Range	0-23	2-04	1-13	195.7%	2-07
ATR	1-03	1-06	0-02	6.6%	0-00
Volume	220,479	492,693	272,214	123.5%	1,377,565

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-07	169-13	165-15
R3	168-03	167-09	164-29
R2	165-31	165-31	164-22
R1	165-05	165-05	164-16	165-18
PP	163-27	163-27	163-27	164-02
S1	163-01	163-01	164-04	163-14
S2	161-23	161-23	163-30
S3	159-19	160-29	163-23
S4	157-15	158-25	163-05

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	164-22	161-25	2-29	1.8%	1-09	0.8%	87%	True	False	349,138
10	164-22	161-20	3-02	1.9%	1-06	0.7%	88%	True	False	355,817
20	164-22	161-20	3-02	1.9%	1-01	0.6%	88%	True	False	283,196
40	165-15	161-01	4-14	2.7%	1-05	0.7%	74%	False	False	142,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	173-23
2.618	170-08
1.618	168-04
1.000	166-26
0.618	166-00
HIGH	164-22
0.618	163-28
0.500	163-20
0.382	163-12
LOW	162-18
0.618	161-08
1.000	160-14
1.618	159-04
2.618	157-00
4.250	153-17

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	164-03	164-02
PP	163-27	163-26
S1	163-20	163-18

Download as Excel Spreadsheet

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

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