ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 158-09 159-06 0-29 0.6% 161-04
High 159-12 159-18 0-06 0.1% 162-13
Low 158-01 158-27 0-26 0.5% 159-21
Close 158-28 159-12 0-16 0.3% 159-26
Range 1-11 0-23 -0-20 -46.5% 2-24
ATR 1-10 1-09 -0-01 -3.3% 0-00
Volume 9,407 70,377 60,970 648.1% 25,948
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 161-13 161-04 159-25
R3 160-22 160-13 159-18
R2 159-31 159-31 159-16
R1 159-22 159-22 159-14 159-26
PP 159-08 159-08 159-08 159-11
S1 158-31 158-31 159-10 159-04
S2 158-17 158-17 159-08
S3 157-26 158-08 159-06
S4 157-03 157-17 158-31
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
5 160-21 158-01 2-20 1.6% 1-07 0.8% 51% False False 21,331
10 162-13 158-01 4-12 2.7% 1-12 0.9% 31% False False 12,626
20 162-13 155-25 6-20 4.2% 1-12 0.9% 54% False False 6,535
40 162-13 155-23 6-22 4.2% 1-03 0.7% 55% False False 3,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 162-20
2.618 161-14
1.618 160-23
1.000 160-09
0.618 160-00
HIGH 159-18
0.618 159-09
0.500 159-06
0.382 159-04
LOW 158-27
0.618 158-13
1.000 158-04
1.618 157-22
2.618 156-31
4.250 155-25
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 159-10 159-06
PP 159-08 159-00
S1 159-06 158-26

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

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