ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	159-18	159-31	0-13	0.3%	161-00
High	160-03	160-15	0-12	0.2%	161-08
Low	158-26	159-18	0-24	0.5%	158-22
Close	159-07	160-11	1-04	0.7%	160-11
Range	1-09	0-29	-0-12	-29.3%	2-18
ATR	1-12	1-12	0-00	-0.6%	0-00
Volume	533,500	469,125	-64,375	-12.1%	2,551,736

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-27	162-16	160-27
R3	161-30	161-19	160-19
R2	161-01	161-01	160-16
R1	160-22	160-22	160-14	160-28
PP	160-04	160-04	160-04	160-07
S1	159-25	159-25	160-08	159-30
S2	159-07	159-07	160-06
S3	158-10	158-28	160-03
S4	157-13	157-31	159-27

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-25	166-20	161-24
R3	165-07	164-02	161-02
R2	162-21	162-21	160-26
R1	161-16	161-16	160-19	160-26
PP	160-03	160-03	160-03	159-24
S1	158-30	158-30	160-03	158-08
S2	157-17	157-17	159-28
S3	154-31	156-12	159-20
S4	152-13	153-26	158-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-08	158-22	2-18	1.6%	1-13	0.9%	65%	False	False	510,347
10	164-16	158-22	5-26	3.6%	1-16	0.9%	28%	False	False	482,218
20	164-24	158-22	6-02	3.8%	1-12	0.9%	27%	False	False	415,235
40	164-24	158-22	6-02	3.8%	1-06	0.7%	27%	False	False	289,157

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	164-10
2.618	162-27
1.618	161-30
1.000	161-12
0.618	161-01
HIGH	160-15
0.618	160-04
0.500	160-00
0.382	159-29
LOW	159-18
0.618	159-00
1.000	158-21
1.618	158-03
2.618	157-06
4.250	155-23

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	160-08	160-03
PP	160-04	159-27
S1	160-00	159-18

Download as Excel Spreadsheet

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

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