ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	172-10	176-08	3-30	2.3%	174-03
High	176-15	177-07	0-24	0.4%	176-08
Low	171-14	175-09	3-27	2.2%	173-09
Close	175-26	175-24	-0-02	0.0%	173-23
Range	5-01	1-30	-3-03	-61.5%	2-31
ATR	1-14	1-15	0-01	2.4%	0-00
Volume	2,674	5,093	2,419	90.5%	5,734

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	181-29	180-24	176-26
R3	179-31	178-26	176-09
R2	178-01	178-01	176-03
R1	176-28	176-28	175-30	176-16
PP	176-03	176-03	176-03	175-28
S1	174-30	174-30	175-18	174-18
S2	174-05	174-05	175-13
S3	172-07	173-00	175-07
S4	170-09	171-02	174-22

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	177-07	171-14	5-25	3.3%	2-08	1.3%	75%	True	False	3,095
10	177-07	171-14	5-25	3.3%	1-22	1.0%	75%	True	False	2,069
20	177-23	171-14	6-09	3.6%	1-10	0.8%	69%	False	False	1,263
40	178-29	171-14	7-15	4.2%	1-03	0.6%	58%	False	False	895

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	185-15
2.618	182-09
1.618	180-11
1.000	179-05
0.618	178-13
HIGH	177-07
0.618	176-15
0.500	176-08
0.382	176-01
LOW	175-09
0.618	174-03
1.000	173-11
1.618	172-05
2.618	170-07
4.250	167-02

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	176-08	175-09
PP	176-03	174-26
S1	175-29	174-11

Download as Excel Spreadsheet

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

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