ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	173-22	173-13	-0-09	-0.2%	174-03
High	174-15	174-02	-0-13	-0.2%	176-08
Low	173-07	172-21	-0-18	-0.3%	173-09
Close	174-01	173-09	-0-24	-0.4%	173-23
Range	1-08	1-13	0-05	12.5%	2-31
ATR	1-05	1-05	0-01	1.6%	0-00
Volume	1,680	4,981	3,301	196.5%	5,734

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-18	176-26	174-02
R3	176-05	175-13	173-21
R2	174-24	174-24	173-17
R1	174-00	174-00	173-13	173-22
PP	173-11	173-11	173-11	173-05
S1	172-19	172-19	173-05	172-09
S2	171-30	171-30	173-01
S3	170-17	171-06	172-29
S4	169-04	169-25	172-16

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	183-10	181-16	175-11
R3	180-11	178-17	174-17
R2	177-12	177-12	174-08
R1	175-18	175-18	174-00	175-00
PP	174-13	174-13	174-13	174-04
S1	172-19	172-19	173-14	172-01
S2	171-14	171-14	173-06
S3	168-15	169-20	172-29
S4	165-16	166-21	172-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	176-08	172-21	3-19	2.1%	1-12	0.8%	17%	False	True	2,320
10	176-08	172-21	3-19	2.1%	1-10	0.8%	17%	False	True	1,633
20	177-23	172-21	5-02	2.9%	1-02	0.6%	12%	False	True	877
40	178-29	172-21	6-08	3.6%	0-29	0.5%	10%	False	True	701

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	180-01
2.618	177-24
1.618	176-11
1.000	175-15
0.618	174-30
HIGH	174-02
0.618	173-17
0.500	173-12
0.382	173-06
LOW	172-21
0.618	171-25
1.000	171-08
1.618	170-12
2.618	168-31
4.250	166-22

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	173-12	173-24
PP	173-11	173-19
S1	173-10	173-14

Download as Excel Spreadsheet

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

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