ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	164-15	161-24	-2-23	-1.7%	162-21
High	164-15	162-07	-2-08	-1.4%	164-16
Low	161-20	160-27	-0-25	-0.5%	160-27
Close	162-05	160-31	-1-06	-0.7%	160-31
Range	2-27	1-12	-1-15	-51.6%	3-21
ATR	1-10	1-10	0-00	0.4%	0-00
Volume	589,960	499,382	-90,578	-15.4%	2,270,449

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-15	164-19	161-23
R3	164-03	163-07	161-11
R2	162-23	162-23	161-07
R1	161-27	161-27	161-03	161-19
PP	161-11	161-11	161-11	161-07
S1	160-15	160-15	160-27	160-07
S2	159-31	159-31	160-23
S3	158-19	159-03	160-19
S4	157-07	157-23	160-07

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	173-02	170-22	162-31
R3	169-13	167-01	161-31
R2	165-24	165-24	161-20
R1	163-12	163-12	161-10	162-24
PP	162-03	162-03	162-03	161-25
S1	159-23	159-23	160-20	159-02
S2	158-14	158-14	160-10
S3	154-25	156-02	159-31
S4	151-04	152-13	158-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-16	160-27	3-21	2.3%	1-18	1.0%	3%	False	True	454,089
10	164-24	160-27	3-29	2.4%	1-14	0.9%	3%	False	True	404,307
20	164-24	160-27	3-29	2.4%	1-08	0.8%	3%	False	True	372,448
40	165-13	160-27	4-18	2.8%	1-06	0.7%	3%	False	True	225,446

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-02
2.618	165-26
1.618	164-14
1.000	163-19
0.618	163-02
HIGH	162-07
0.618	161-22
0.500	161-17
0.382	161-12
LOW	160-27
0.618	160-00
1.000	159-15
1.618	158-20
2.618	157-08
4.250	155-00

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	161-17	162-22
PP	161-11	162-03
S1	161-05	161-17

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

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