ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	159-02	159-18	0-16	0.3%	162-21
High	160-03	160-03	0-00	0.0%	164-16
Low	158-22	158-26	0-04	0.1%	160-27
Close	159-03	159-07	0-04	0.1%	160-31
Range	1-13	1-09	-0-04	-8.9%	3-21
ATR	1-12	1-12	0-00	-0.5%	0-00
Volume	520,350	533,500	13,150	2.5%	2,270,449

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	163-07	162-16	159-30
R3	161-30	161-07	159-18
R2	160-21	160-21	159-15
R1	159-30	159-30	159-11	159-21
PP	159-12	159-12	159-12	159-08
S1	158-21	158-21	159-03	158-12
S2	158-03	158-03	158-31
S3	156-26	157-12	158-28
S4	155-17	156-03	158-16

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	162-07	158-22	3-17	2.2%	1-16	0.9%	15%	False	False	516,398
10	164-16	158-22	5-26	3.7%	1-17	1.0%	9%	False	False	472,738
20	164-24	158-22	6-02	3.8%	1-12	0.9%	9%	False	False	402,731
40	164-31	158-22	6-09	3.9%	1-06	0.8%	8%	False	False	277,469

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	165-17
2.618	163-14
1.618	162-05
1.000	161-12
0.618	160-28
HIGH	160-03
0.618	159-19
0.500	159-14
0.382	159-10
LOW	158-26
0.618	158-01
1.000	157-17
1.618	156-24
2.618	155-15
4.250	153-12

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	159-14	159-24
PP	159-12	159-18
S1	159-10	159-13

Download as Excel Spreadsheet

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

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