ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	161-24	161-00	-0-24	-0.5%	162-21
High	162-07	161-08	-0-31	-0.6%	164-16
Low	160-27	159-27	-1-00	-0.6%	160-27
Close	160-31	160-22	-0-09	-0.2%	160-31
Range	1-12	1-13	0-01	2.3%	3-21
ATR	1-10	1-10	0-00	0.5%	0-00
Volume	499,382	455,643	-43,739	-8.8%	2,270,449

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-26	164-05	161-15
R3	163-13	162-24	161-02
R2	162-00	162-00	160-30
R1	161-11	161-11	160-26	160-31
PP	160-19	160-19	160-19	160-13
S1	159-30	159-30	160-18	159-18
S2	159-06	159-06	160-14
S3	157-25	158-17	160-10
S4	156-12	157-04	159-29

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	159-27	4-21	2.9%	1-17	0.9%	18%	False	True	468,353
10	164-24	159-27	4-29	3.1%	1-16	0.9%	17%	False	True	427,823
20	164-24	159-27	4-29	3.1%	1-09	0.8%	17%	False	True	379,089
40	165-13	159-27	5-18	3.5%	1-06	0.7%	15%	False	True	236,824

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	0-09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167-07
2.618	164-30
1.618	163-17
1.000	162-21
0.618	162-04
HIGH	161-08
0.618	160-23
0.500	160-18
0.382	160-12
LOW	159-27
0.618	158-31
1.000	158-14
1.618	157-18
2.618	156-05
4.250	153-28

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	160-20	162-05
PP	160-19	161-21
S1	160-18	161-06

Download as Excel Spreadsheet

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

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