ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	176-04	174-08	-1-28	-1.1%	173-22
High	176-12	175-02	-1-10	-0.7%	177-07
Low	174-08	171-01	-3-07	-1.8%	171-14
Close	174-20	171-10	-3-10	-1.9%	174-20
Range	2-04	4-01	1-29	89.7%	5-25
ATR	1-17	1-23	0-06	11.7%	0-00
Volume	876	2,362	1,486	169.6%	15,304

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-18	181-31	173-17
R3	180-17	177-30	172-13
R2	176-16	176-16	172-02
R1	173-29	173-29	171-22	173-06
PP	172-15	172-15	172-15	172-04
S1	169-28	169-28	170-30	169-05
S2	168-14	168-14	170-18
S3	164-13	165-27	170-07
S4	160-12	161-26	169-03

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	191-25	188-31	177-26
R3	186-00	183-06	176-07
R2	180-07	180-07	175-22
R1	177-13	177-13	175-05	178-26
PP	174-14	174-14	174-14	175-04
S1	171-20	171-20	174-03	173-01
S2	168-21	168-21	173-18
S3	162-28	165-27	173-01
S4	157-03	160-02	171-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-07	171-01	6-06	3.6%	2-29	1.7%	5%	False	True	3,197
10	177-07	171-01	6-06	3.6%	2-03	1.2%	5%	False	True	2,274
20	177-23	171-01	6-22	3.9%	1-18	0.9%	4%	False	True	1,424
40	178-29	171-01	7-28	4.6%	1-08	0.7%	4%	False	True	974

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	0-16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	192-06
2.618	185-20
1.618	181-19
1.000	179-03
0.618	177-18
HIGH	175-02
0.618	173-17
0.500	173-02
0.382	172-18
LOW	171-01
0.618	168-17
1.000	167-00
1.618	164-16
2.618	160-15
4.250	153-29

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	173-02	174-04
PP	172-15	173-06
S1	171-29	172-08

Download as Excel Spreadsheet

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

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