ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	160-09	160-03	-0-06	-0.1%	161-04
High	160-21	160-16	-0-05	-0.1%	162-13
Low	159-21	158-16	-1-05	-0.7%	159-21
Close	159-26	158-22	-1-04	-0.7%	159-26
Range	1-00	2-00	1-00	100.0%	2-24
ATR	1-10	1-11	0-02	3.9%	0-00
Volume	7,488	5,682	-1,806	-24.1%	25,948

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-07	163-31	159-25
R3	163-07	161-31	159-08
R2	161-07	161-07	159-02
R1	159-31	159-31	158-28	159-19
PP	159-07	159-07	159-07	159-02
S1	157-31	157-31	158-16	157-19
S2	157-07	157-07	158-10
S3	155-07	155-31	158-04
S4	153-07	153-31	157-19

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-28	167-03	161-10
R3	166-04	164-11	160-18
R2	163-12	163-12	160-10
R1	161-19	161-19	160-02	161-04
PP	160-20	160-20	160-20	160-12
S1	158-27	158-27	159-18	158-12
S2	157-28	157-28	159-10
S3	155-04	156-03	159-02
S4	152-12	153-11	158-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162-13	158-16	3-29	2.5%	1-17	1.0%	5%	False	True	5,606
10	162-13	158-01	4-12	2.8%	1-16	0.9%	15%	False	False	3,555
20	162-13	155-23	6-22	4.2%	1-12	0.9%	44%	False	False	1,864
40	163-13	155-23	7-22	4.8%	1-03	0.7%	39%	False	False	949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	169-00
2.618	165-24
1.618	163-24
1.000	162-16
0.618	161-24
HIGH	160-16
0.618	159-24
0.500	159-16
0.382	159-08
LOW	158-16
0.618	157-08
1.000	156-16
1.618	155-08
2.618	153-08
4.250	150-00

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	159-16	159-20
PP	159-07	159-10
S1	158-31	159-00

Download as Excel Spreadsheet

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

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