ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	171-27	173-24	1-29	1.1%	174-08
High	173-23	174-03	0-12	0.2%	175-02
Low	171-21	173-09	1-20	0.9%	170-20
Close	173-18	173-14	-0-04	-0.1%	173-14
Range	2-02	0-26	-1-08	-60.6%	4-14
ATR	1-22	1-20	-0-02	-3.7%	0-00
Volume	6,961	6,475	-486	-7.0%	28,642

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	176-01	175-18	173-28
R3	175-07	174-24	173-21
R2	174-13	174-13	173-19
R1	173-30	173-30	173-16	173-25
PP	173-19	173-19	173-19	173-17
S1	173-04	173-04	173-12	172-31
S2	172-25	172-25	173-09
S3	171-31	172-10	173-07
S4	171-05	171-16	173-00

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	186-11	184-11	175-28
R3	181-29	179-29	174-21
R2	177-15	177-15	174-08
R1	175-15	175-15	173-27	174-08
PP	173-01	173-01	173-01	172-14
S1	171-01	171-01	173-01	169-26
S2	168-19	168-19	172-20
S3	164-05	166-19	172-07
S4	159-23	162-05	171-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-02	170-20	4-14	2.6%	1-31	1.1%	63%	False	False	5,728
10	177-07	170-20	6-19	3.8%	2-05	1.2%	43%	False	False	4,394
20	177-07	170-20	6-19	3.8%	1-21	1.0%	43%	False	False	2,707
40	178-29	170-20	8-09	4.8%	1-10	0.8%	34%	False	False	1,630

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0-19
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	177-18
2.618	176-07
1.618	175-13
1.000	174-29
0.618	174-19
HIGH	174-03
0.618	173-25
0.500	173-22
0.382	173-19
LOW	173-09
0.618	172-25
1.000	172-15
1.618	171-31
2.618	171-05
4.250	169-27

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	173-22	173-03
PP	173-19	172-23
S1	173-17	172-12

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

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