ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	173-13	172-10	-1-03	-0.6%	174-03
High	174-02	176-15	2-13	1.4%	176-08
Low	172-21	171-14	-1-07	-0.7%	173-09
Close	173-09	175-26	2-17	1.5%	173-23
Range	1-13	5-01	3-20	257.8%	2-31
ATR	1-05	1-14	0-09	23.6%	0-00
Volume	4,981	2,674	-2,307	-46.3%	5,734

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	189-21	187-25	178-19
R3	184-20	182-24	177-06
R2	179-19	179-19	176-24
R1	177-23	177-23	176-09	178-21
PP	174-18	174-18	174-18	175-02
S1	172-22	172-22	175-11	173-20
S2	169-17	169-17	174-28
S3	164-16	167-21	174-14
S4	159-15	162-20	173-01

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	176-15	171-14	5-01	2.9%	2-07	1.3%	87%	True	True	2,243
10	176-15	171-14	5-01	2.9%	1-22	1.0%	87%	True	True	1,876
20	177-23	171-14	6-09	3.6%	1-08	0.7%	70%	False	True	1,009
40	178-29	171-14	7-15	4.2%	1-01	0.6%	59%	False	True	767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	197-27
2.618	189-21
1.618	184-20
1.000	181-16
0.618	179-19
HIGH	176-15
0.618	174-17
0.500	173-31
0.382	173-12
LOW	171-14
0.618	168-11
1.000	166-13
1.618	163-09
2.618	158-08
4.250	150-02

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	175-06	175-06
PP	174-18	174-18
S1	173-31	173-31

Download as Excel Spreadsheet

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

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