ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	174-03	175-08	1-05	0.7%	173-14
High	175-08	175-21	0-13	0.2%	175-21
Low	174-03	174-27	0-24	0.4%	172-16
Close	174-18	175-14	0-28	0.5%	175-14
Range	1-05	0-26	-0-11	-29.7%	3-05
ATR	1-18	1-17	-0-01	-2.2%	0-00
Volume	106,023	216,550	110,527	104.2%	400,414

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-24	177-13	175-28
R3	176-30	176-19	175-21
R2	176-04	176-04	175-19
R1	175-25	175-25	175-16	175-31
PP	175-10	175-10	175-10	175-13
S1	174-31	174-31	175-12	175-05
S2	174-16	174-16	175-09
S3	173-22	174-05	175-07
S4	172-28	173-11	175-00

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	184-00	182-28	177-06
R3	180-27	179-23	176-10
R2	177-22	177-22	176-01
R1	176-18	176-18	175-23	177-04
PP	174-17	174-17	174-17	174-26
S1	173-13	173-13	175-05	173-31
S2	171-12	171-12	174-27
S3	168-07	170-08	174-18
S4	165-02	167-03	173-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-21	172-16	3-05	1.8%	1-07	0.7%	93%	True	False	80,082
10	175-21	170-20	5-01	2.9%	1-19	0.9%	96%	True	False	42,905
20	177-07	170-20	6-19	3.8%	1-22	1.0%	73%	False	False	22,504
40	178-29	170-20	8-09	4.7%	1-12	0.8%	58%	False	False	11,383

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	179-04
2.618	177-25
1.618	176-31
1.000	176-15
0.618	176-05
HIGH	175-21
0.618	175-11
0.500	175-08
0.382	175-05
LOW	174-27
0.618	174-11
1.000	174-01
1.618	173-17
2.618	172-23
4.250	171-13

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	175-12	175-05
PP	175-10	174-27
S1	175-08	174-18

Download as Excel Spreadsheet

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

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