ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	159-06	159-11	0-05	0.1%	160-03
High	159-18	160-18	1-00	0.6%	160-18
Low	158-27	158-30	0-03	0.1%	158-01
Close	159-12	160-08	0-28	0.5%	160-08
Range	0-23	1-20	0-29	126.1%	2-17
ATR	1-09	1-10	0-01	1.9%	0-00
Volume	70,377	96,099	25,722	36.5%	195,269

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-25	164-05	161-05
R3	163-05	162-17	160-22
R2	161-17	161-17	160-18
R1	160-29	160-29	160-13	161-07
PP	159-29	159-29	159-29	160-02
S1	159-09	159-09	160-03	159-19
S2	158-09	158-09	159-30
S3	156-21	157-21	159-26
S4	155-01	156-01	159-11

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-07	166-08	161-21
R3	164-22	163-23	160-30
R2	162-05	162-05	160-23
R1	161-06	161-06	160-15	161-22
PP	159-20	159-20	159-20	159-27
S1	158-21	158-21	160-01	159-04
S2	157-03	157-03	159-25
S3	154-18	156-04	159-18
S4	152-01	153-19	158-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160-18	158-01	2-17	1.6%	1-11	0.8%	88%	True	False	39,053
10	162-13	158-01	4-12	2.7%	1-09	0.8%	51%	False	False	22,121
20	162-13	156-08	6-05	3.8%	1-12	0.9%	65%	False	False	11,340
40	162-13	155-23	6-22	4.2%	1-04	0.7%	68%	False	False	5,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	167-15
2.618	164-26
1.618	163-06
1.000	162-06
0.618	161-18
HIGH	160-18
0.618	159-30
0.500	159-24
0.382	159-18
LOW	158-30
0.618	157-30
1.000	157-10
1.618	156-10
2.618	154-22
4.250	152-01

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	160-03	159-30
PP	159-29	159-20
S1	159-24	159-10

Download as Excel Spreadsheet

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

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