ECBOT 30 Year Treasury Bond Future March 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	173-31	175-00	1-01	0.6%	175-19
High	175-02	175-10	0-08	0.1%	175-20
Low	173-31	174-18	0-19	0.3%	173-19
Close	175-01	174-29	-0-04	-0.1%	175-01
Range	1-03	0-24	-0-11	-31.4%	2-01
ATR	1-14	1-12	-0-02	-3.4%	0-00
Volume	176,544	450,721	274,177	155.3%	1,892,166

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	177-06	176-25	175-10
R3	176-14	176-01	175-04
R2	175-22	175-22	175-01
R1	175-09	175-09	174-31	175-04
PP	174-30	174-30	174-30	174-27
S1	174-17	174-17	174-27	174-12
S2	174-06	174-06	174-25
S3	173-14	173-25	174-22
S4	172-22	173-01	174-16

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	180-27	179-31	176-05
R3	178-26	177-30	175-19
R2	176-25	176-25	175-13
R1	175-29	175-29	175-07	175-11
PP	174-24	174-24	174-24	174-15
S1	173-28	173-28	174-27	173-10
S2	172-23	172-23	174-21
S3	170-22	171-27	174-15
S4	168-21	169-26	173-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-20	173-19	2-01	1.2%	1-01	0.6%	65%	False	False	468,577
10	175-21	172-16	3-05	1.8%	1-04	0.6%	76%	False	False	274,330
20	177-07	170-20	6-19	3.8%	1-20	0.9%	65%	False	False	139,362
40	177-23	170-20	7-03	4.1%	1-12	0.8%	60%	False	False	69,953

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	178-16
2.618	177-09
1.618	176-17
1.000	176-02
0.618	175-25
HIGH	175-10
0.618	175-01
0.500	174-30
0.382	174-27
LOW	174-18
0.618	174-03
1.000	173-26
1.618	173-11
2.618	172-19
4.250	171-12

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	174-30	174-24
PP	174-30	174-19
S1	174-29	174-15

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

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