ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	157-02	157-09	0-07	0.1%	157-10
High	157-20	159-18	1-30	1.2%	158-05
Low	156-23	157-06	0-15	0.3%	155-23
Close	157-13	159-13	2-00	1.3%	156-23
Range	0-29	2-12	1-15	162.1%	2-14
ATR	1-01	1-04	0-03	9.5%	0-00
Volume	58	401	343	591.4%	70

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-27	165-00	160-23
R3	163-15	162-20	160-02
R2	161-03	161-03	159-27
R1	160-08	160-08	159-20	160-22
PP	158-23	158-23	158-23	158-30
S1	157-28	157-28	159-06	158-10
S2	156-11	156-11	158-31
S3	153-31	155-16	158-24
S4	151-19	153-04	158-03

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	159-18	155-23	3-27	2.4%	1-09	0.8%	96%	True	False	100
10	159-18	155-23	3-27	2.4%	1-03	0.7%	96%	True	False	102
20	159-18	155-23	3-27	2.4%	0-29	0.6%	96%	True	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	169-21
2.618	165-25
1.618	163-13
1.000	161-30
0.618	161-01
HIGH	159-18
0.618	158-21
0.500	158-12
0.382	158-03
LOW	157-06
0.618	155-23
1.000	154-26
1.618	153-11
2.618	150-31
4.250	147-03

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	159-02	158-29
PP	158-23	158-13
S1	158-12	157-29

Download as Excel Spreadsheet

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

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