ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	159-11	160-04	0-25	0.5%	160-03
High	160-18	160-08	-0-10	-0.2%	160-18
Low	158-30	158-19	-0-11	-0.2%	158-01
Close	160-08	158-24	-1-16	-0.9%	160-08
Range	1-20	1-21	0-01	1.9%	2-17
ATR	1-10	1-11	0-01	1.9%	0-00
Volume	96,099	511,495	415,396	432.3%	195,269

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	164-05	163-04	159-21
R3	162-16	161-15	159-07
R2	160-27	160-27	159-02
R1	159-26	159-26	158-29	159-16
PP	159-06	159-06	159-06	159-02
S1	158-05	158-05	158-19	157-27
S2	157-17	157-17	158-14
S3	155-28	156-16	158-09
S4	154-07	154-27	157-27

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%	1-08	0.8%	28%	False	False	140,216
10	162-13	158-01	4-12	2.8%	1-12	0.9%	16%	False	False	72,911
20	162-13	156-23	5-22	3.6%	1-14	0.9%	36%	False	False	36,914
40	162-13	155-23	6-22	4.2%	1-04	0.7%	45%	False	False	18,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	167-09
2.618	164-19
1.618	162-30
1.000	161-29
0.618	161-09
HIGH	160-08
0.618	159-20
0.500	159-14
0.382	159-07
LOW	158-19
0.618	157-18
1.000	156-30
1.618	155-29
2.618	154-08
4.250	151-18

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	159-14	159-18
PP	159-06	159-10
S1	158-31	159-01

Download as Excel Spreadsheet

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

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