ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	163-24	163-23	-0-01	0.0%	162-21
High	164-01	164-16	0-15	0.3%	164-24
Low	163-06	163-12	0-06	0.1%	162-08
Close	163-24	163-24	0-00	0.0%	162-19
Range	0-27	1-04	0-09	33.3%	2-16
ATR	1-06	1-06	0-00	-0.4%	0-00
Volume	394,670	402,110	7,440	1.9%	1,772,625

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-08	166-20	164-12
R3	166-04	165-16	164-02
R2	165-00	165-00	163-31
R1	164-12	164-12	163-27	164-22
PP	163-28	163-28	163-28	164-01
S1	163-08	163-08	163-21	163-18
S2	162-24	162-24	163-17
S3	161-20	162-04	163-14
S4	160-16	161-00	163-04

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	164-16	162-08	2-08	1.4%	1-06	0.7%	67%	True	False	376,361
10	164-24	162-08	2-16	1.5%	1-09	0.8%	60%	False	False	366,871
20	164-24	161-20	3-04	1.9%	1-05	0.7%	68%	False	False	370,740
40	165-13	161-01	4-12	2.7%	1-04	0.7%	62%	False	False	198,224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-09
2.618	167-14
1.618	166-10
1.000	165-20
0.618	165-06
HIGH	164-16
0.618	164-02
0.500	163-30
0.382	163-26
LOW	163-12
0.618	162-22
1.000	162-08
1.618	161-18
2.618	160-14
4.250	158-19

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	163-30	163-22
PP	163-28	163-20
S1	163-26	163-18

Download as Excel Spreadsheet

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

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