ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	157-08	156-08	-1-00	-0.6%	155-30
High	158-05	156-30	-1-07	-0.8%	158-20
Low	156-18	156-02	-0-16	-0.3%	155-29
Close	156-23	156-19	-0-04	-0.1%	157-26
Range	1-19	0-28	-0-23	-45.1%	2-23
ATR	1-01	1-01	0-00	-1.1%	0-00
Volume	11	21	10	90.9%	514

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	159-05	158-24	157-02
R3	158-09	157-28	156-27
R2	157-13	157-13	156-24
R1	157-00	157-00	156-22	157-06
PP	156-17	156-17	156-17	156-20
S1	156-04	156-04	156-16	156-10
S2	155-21	155-21	156-14
S3	154-25	155-08	156-11
S4	153-29	154-12	156-04

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	156-02	2-18	1.6%	0-29	0.6%	21%	False	True	104
10	158-20	155-29	2-23	1.7%	0-24	0.5%	25%	False	False	65
20	162-15	155-29	6-18	4.2%	0-28	0.6%	10%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	160-21
2.618	159-07
1.618	158-11
1.000	157-26
0.618	157-15
HIGH	156-30
0.618	156-19
0.500	156-16
0.382	156-13
LOW	156-02
0.618	155-17
1.000	155-06
1.618	154-21
2.618	153-25
4.250	152-11

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	156-18	157-04
PP	156-17	156-30
S1	156-16	156-24

Download as Excel Spreadsheet

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

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