ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	174-08	171-28	-2-12	-1.4%	173-22
High	175-02	172-20	-2-14	-1.4%	177-07
Low	171-01	171-03	0-02	0.0%	171-14
Close	171-10	171-04	-0-06	-0.1%	174-20
Range	4-01	1-17	-2-16	-62.0%	5-25
ATR	1-23	1-22	0-00	-0.7%	0-00
Volume	2,362	8,486	6,124	259.3%	15,304

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	176-07	175-06	171-31
R3	174-22	173-21	171-17
R2	173-05	173-05	171-13
R1	172-04	172-04	171-08	171-28
PP	171-20	171-20	171-20	171-16
S1	170-19	170-19	171-00	170-11
S2	170-03	170-03	170-27
S3	168-18	169-02	170-23
S4	167-01	167-17	170-09

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%	2-30	1.7%	2%	False	False	3,898
10	177-07	171-01	6-06	3.6%	2-05	1.3%	2%	False	False	3,109
20	177-23	171-01	6-22	3.9%	1-19	0.9%	1%	False	False	1,848
40	178-29	171-01	7-28	4.6%	1-09	0.7%	1%	False	False	1,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	179-04
2.618	176-20
1.618	175-03
1.000	174-05
0.618	173-18
HIGH	172-20
0.618	172-01
0.500	171-28
0.382	171-22
LOW	171-03
0.618	170-05
1.000	169-18
1.618	168-20
2.618	167-03
4.250	164-19

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	171-28	173-23
PP	171-20	172-27
S1	171-12	172-00

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

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