ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	158-07	159-13	1-06	0.8%	159-00
High	159-28	161-17	1-21	1.0%	161-17
Low	158-01	159-04	1-03	0.7%	158-01
Close	159-19	161-10	1-23	1.1%	161-10
Range	1-27	2-13	0-18	30.5%	3-16
ATR	1-07	1-10	0-03	6.9%	0-00
Volume	813	1,151	338	41.6%	4,274

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-28	167-00	162-20
R3	165-15	164-19	161-31
R2	163-02	163-02	161-24
R1	162-06	162-06	161-17	162-20
PP	160-21	160-21	160-21	160-28
S1	159-25	159-25	161-03	160-07
S2	158-08	158-08	160-28
S3	155-27	157-12	160-21
S4	153-14	154-31	160-00

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-25	169-18	163-08
R3	167-09	166-02	162-09
R2	163-25	163-25	161-31
R1	162-18	162-18	161-20	163-06
PP	160-09	160-09	160-09	160-19
S1	159-02	159-02	161-00	159-22
S2	156-25	156-25	160-21
S3	153-09	155-18	160-11
S4	149-25	152-02	159-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-17	158-01	3-16	2.2%	1-19	1.0%	94%	True	False	854
10	161-17	156-08	5-09	3.3%	1-16	0.9%	96%	True	False	558
20	161-17	155-23	5-26	3.6%	1-06	0.7%	96%	True	False	308

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	0-11
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	171-24
2.618	167-27
1.618	165-14
1.000	163-30
0.618	163-01
HIGH	161-17
0.618	160-20
0.500	160-10
0.382	160-01
LOW	159-04
0.618	157-20
1.000	156-23
1.618	155-07
2.618	152-26
4.250	148-29

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	161-00	160-26
PP	160-21	160-09
S1	160-10	159-25

Download as Excel Spreadsheet

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

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