ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	157-00	157-02	0-02	0.0%	157-10
High	157-06	157-20	0-14	0.3%	158-05
Low	156-08	156-23	0-15	0.3%	155-23
Close	156-31	157-13	0-14	0.3%	156-23
Range	0-30	0-29	-0-01	-3.3%	2-14
ATR	1-01	1-01	0-00	-0.9%	0-00
Volume	11	58	47	427.3%	70

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	159-31	159-19	157-29
R3	159-02	158-22	157-21
R2	158-05	158-05	157-18
R1	157-25	157-25	157-16	157-31
PP	157-08	157-08	157-08	157-11
S1	156-28	156-28	157-10	157-02
S2	156-11	156-11	157-08
S3	155-14	155-31	157-05
S4	154-17	155-02	156-29

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-06	162-28	158-02
R3	161-24	160-14	157-12
R2	159-10	159-10	157-05
R1	158-00	158-00	156-30	157-14
PP	156-28	156-28	156-28	156-18
S1	155-18	155-18	156-16	155-00
S2	154-14	154-14	156-09
S3	152-00	153-04	156-02
S4	149-18	150-22	155-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-20	155-23	1-29	1.2%	0-31	0.6%	89%	True	False	24
10	158-20	155-23	2-29	1.8%	0-31	0.6%	58%	False	False	63
20	158-27	155-23	3-04	2.0%	0-27	0.5%	54%	False	False	39

Crabel Price Patterns
NR	True
NR4	False
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	0-08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	161-15
2.618	160-00
1.618	159-03
1.000	158-17
0.618	158-06
HIGH	157-20
0.618	157-09
0.500	157-06
0.382	157-02
LOW	156-23
0.618	156-05
1.000	155-26
1.618	155-08
2.618	154-11
4.250	152-28

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	157-10	157-06
PP	157-08	156-30
S1	157-06	156-22

Download as Excel Spreadsheet

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

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