ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	157-10	157-08	-0-02	0.0%	155-30
High	158-03	158-05	0-02	0.0%	158-20
Low	157-06	156-18	-0-20	-0.4%	155-29
Close	158-00	156-23	-1-09	-0.8%	157-26
Range	0-29	1-19	0-22	75.9%	2-23
ATR	1-00	1-01	0-01	4.3%	0-00
Volume	4	11	7	175.0%	514

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	161-30	160-29	157-19
R3	160-11	159-10	157-05
R2	158-24	158-24	157-00
R1	157-23	157-23	156-28	157-14
PP	157-05	157-05	157-05	157-00
S1	156-04	156-04	156-18	155-27
S2	155-18	155-18	156-14
S3	153-31	154-17	156-09
S4	152-12	152-30	155-27

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-19	164-14	159-10
R3	162-28	161-23	158-18
R2	160-05	160-05	158-10
R1	159-00	159-00	158-02	159-18
PP	157-14	157-14	157-14	157-24
S1	156-09	156-09	157-18	156-28
S2	154-23	154-23	157-10
S3	152-00	153-18	157-02
S4	149-09	150-27	156-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-20	156-18	2-02	1.3%	0-31	0.6%	8%	False	True	101
10	158-20	155-29	2-23	1.7%	0-24	0.5%	30%	False	False	63
20	163-13	155-29	7-16	4.8%	0-27	0.5%	11%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	164-30
2.618	162-11
1.618	160-24
1.000	159-24
0.618	159-05
HIGH	158-05
0.618	157-18
0.500	157-12
0.382	157-05
LOW	156-18
0.618	155-18
1.000	154-31
1.618	153-31
2.618	152-12
4.250	149-25

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	157-12	157-19
PP	157-05	157-10
S1	156-30	157-00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols