ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	171-15	171-27	0-12	0.2%	173-22
High	171-31	173-23	1-24	1.0%	177-07
Low	170-20	171-21	1-01	0.6%	171-14
Close	171-27	173-18	1-23	1.0%	174-20
Range	1-11	2-02	0-23	53.5%	5-25
ATR	1-21	1-22	0-01	1.7%	0-00
Volume	4,358	6,961	2,603	59.7%	15,304

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	179-05	178-14	174-22
R3	177-03	176-12	174-04
R2	175-01	175-01	173-30
R1	174-10	174-10	173-24	174-22
PP	172-31	172-31	172-31	173-05
S1	172-08	172-08	173-12	172-20
S2	170-29	170-29	173-06
S3	168-27	170-06	173-00
S4	166-25	168-04	172-14

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	176-12	170-20	5-24	3.3%	2-07	1.3%	51%	False	False	4,608
10	177-07	170-20	6-19	3.8%	2-07	1.3%	45%	False	False	3,852
20	177-07	170-20	6-19	3.8%	1-21	1.0%	45%	False	False	2,390
40	178-29	170-20	8-09	4.8%	1-10	0.8%	35%	False	False	1,468

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	0-19
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	182-16
2.618	179-04
1.618	177-02
1.000	175-25
0.618	175-00
HIGH	173-23
0.618	172-30
0.500	172-22
0.382	172-14
LOW	171-21
0.618	170-12
1.000	169-19
1.618	168-10
2.618	166-08
4.250	162-29

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	173-09	173-03
PP	172-31	172-20
S1	172-22	172-06

Download as Excel Spreadsheet

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

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