ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	160-04	158-28	-1-08	-0.8%	160-03
High	160-08	158-31	-1-09	-0.8%	160-18
Low	158-19	157-13	-1-06	-0.7%	158-01
Close	158-24	157-26	-0-30	-0.6%	160-08
Range	1-21	1-18	-0-03	-5.7%	2-17
ATR	1-11	1-11	0-01	1.2%	0-00
Volume	511,495	605,449	93,954	18.4%	195,269

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	162-24	161-27	158-22
R3	161-06	160-09	158-08
R2	159-20	159-20	158-03
R1	158-23	158-23	157-31	158-12
PP	158-02	158-02	158-02	157-29
S1	157-05	157-05	157-21	156-26
S2	156-16	156-16	157-17
S3	154-30	155-19	157-12
S4	153-12	154-01	156-30

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	157-13	3-05	2.0%	1-12	0.9%	13%	False	True	258,565
10	162-04	157-13	4-23	3.0%	1-12	0.9%	9%	False	True	132,490
20	162-13	157-06	5-07	3.3%	1-15	0.9%	12%	False	False	67,183
40	162-13	155-23	6-22	4.2%	1-05	0.7%	31%	False	False	33,611

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	165-20
2.618	163-02
1.618	161-16
1.000	160-17
0.618	159-30
HIGH	158-31
0.618	158-12
0.500	158-06
0.382	158-00
LOW	157-13
0.618	156-14
1.000	155-27
1.618	154-28
2.618	153-10
4.250	150-24

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	158-06	159-00
PP	158-02	158-19
S1	157-30	158-06

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

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