ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	159-13	161-04	1-23	1.1%	159-00
High	161-17	161-07	-0-10	-0.2%	161-17
Low	159-04	160-19	1-15	0.9%	158-01
Close	161-10	160-23	-0-19	-0.4%	161-10
Range	2-13	0-20	-1-25	-74.0%	3-16
ATR	1-10	1-08	-0-01	-3.2%	0-00
Volume	1,151	3,599	2,448	212.7%	4,274

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-23	162-11	161-02
R3	162-03	161-23	160-28
R2	161-15	161-15	160-27
R1	161-03	161-03	160-25	160-31
PP	160-27	160-27	160-27	160-25
S1	160-15	160-15	160-21	160-11
S2	160-07	160-07	160-19
S3	159-19	159-27	160-18
S4	158-31	159-07	160-12

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%	1-16	0.9%	77%	False	False	1,505
10	161-17	156-23	4-26	3.0%	1-15	0.9%	83%	False	False	917
20	161-17	155-23	5-26	3.6%	1-07	0.8%	86%	False	False	487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	163-28
2.618	162-27
1.618	162-07
1.000	161-27
0.618	161-19
HIGH	161-07
0.618	160-31
0.500	160-29
0.382	160-27
LOW	160-19
0.618	160-07
1.000	159-31
1.618	159-19
2.618	158-31
4.250	157-30

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	160-29	160-13
PP	160-27	160-03
S1	160-25	159-25

Download as Excel Spreadsheet

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

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