ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	163-09	162-21	-0-20	-0.4%	162-21
High	163-19	164-06	0-19	0.4%	164-24
Low	162-08	162-19	0-11	0.2%	162-08
Close	162-19	163-28	1-09	0.8%	162-19
Range	1-11	1-19	0-08	18.6%	2-16
ATR	1-06	1-07	0-01	2.4%	0-00
Volume	374,329	384,327	9,998	2.7%	1,772,625

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-11	167-22	164-24
R3	166-24	166-03	164-10
R2	165-05	165-05	164-05
R1	164-16	164-16	164-01	164-26
PP	163-18	163-18	163-18	163-23
S1	162-29	162-29	163-23	163-08
S2	161-31	161-31	163-19
S3	160-12	161-10	163-14
S4	158-25	159-23	163-00

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-22	169-05	163-31
R3	168-06	166-21	163-09
R2	165-22	165-22	163-02
R1	164-05	164-05	162-26	163-22
PP	163-06	163-06	163-06	162-31
S1	161-21	161-21	162-12	161-06
S2	160-22	160-22	162-04
S3	158-06	159-05	161-29
S4	155-22	156-21	161-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-24	162-08	2-16	1.5%	1-15	0.9%	65%	False	False	387,294
10	164-24	161-20	3-04	1.9%	1-09	0.8%	72%	False	False	353,451
20	164-24	161-20	3-04	1.9%	1-04	0.7%	72%	False	False	353,170
40	165-13	161-01	4-12	2.7%	1-04	0.7%	65%	False	False	178,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
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	170-31
2.618	168-12
1.618	166-25
1.000	165-25
0.618	165-06
HIGH	164-06
0.618	163-19
0.500	163-12
0.382	163-06
LOW	162-19
0.618	161-19
1.000	161-00
1.618	160-00
2.618	158-13
4.250	155-26

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	163-23	163-21
PP	163-18	163-14
S1	163-12	163-07

Download as Excel Spreadsheet

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

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