ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	158-23	158-09	-0-14	-0.3%	161-04
High	159-04	159-12	0-08	0.2%	162-13
Low	158-05	158-01	-0-04	-0.1%	159-21
Close	158-14	158-28	0-14	0.3%	159-26
Range	0-31	1-11	0-12	38.7%	2-24
ATR	1-10	1-10	0-00	0.1%	0-00
Volume	13,704	9,407	-4,297	-31.4%	25,948

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-25	162-06	159-20
R3	161-14	160-27	159-08
R2	160-03	160-03	159-04
R1	159-16	159-16	159-00	159-26
PP	158-24	158-24	158-24	158-29
S1	158-05	158-05	158-24	158-14
S2	157-13	157-13	158-20
S3	156-02	156-26	158-16
S4	154-23	155-15	158-04

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	160-24	158-01	2-23	1.7%	1-06	0.8%	31%	False	True	7,360
10	162-13	158-01	4-12	2.8%	1-15	0.9%	19%	False	True	5,670
20	162-13	155-23	6-22	4.2%	1-12	0.9%	47%	False	False	3,017
40	162-15	155-23	6-24	4.2%	1-04	0.7%	47%	False	False	1,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-03
2.618	162-29
1.618	161-18
1.000	160-23
0.618	160-07
HIGH	159-12
0.618	158-28
0.500	158-22
0.382	158-17
LOW	158-01
0.618	157-06
1.000	156-22
1.618	155-27
2.618	154-16
4.250	152-10

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	158-26	159-08
PP	158-24	159-04
S1	158-22	159-00

Download as Excel Spreadsheet

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

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