ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	157-24	158-20	0-28	0.6%	160-04
High	158-23	161-16	2-25	1.8%	161-16
Low	157-12	158-10	0-30	0.6%	157-12
Close	158-14	161-10	2-28	1.8%	161-10
Range	1-11	3-06	1-27	137.2%	4-04
ATR	1-11	1-15	0-04	9.8%	0-00
Volume	417,665	332,121	-85,544	-20.5%	1,866,730

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-30	168-26	163-02
R3	166-24	165-20	162-06
R2	163-18	163-18	161-29
R1	162-14	162-14	161-19	163-00
PP	160-12	160-12	160-12	160-21
S1	159-08	159-08	161-01	159-26
S2	157-06	157-06	160-23
S3	154-00	156-02	160-14
S4	150-26	152-28	159-18

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	172-14	171-00	163-19
R3	168-10	166-28	162-14
R2	164-06	164-06	162-02
R1	162-24	162-24	161-22	163-15
PP	160-02	160-02	160-02	160-14
S1	158-20	158-20	160-30	159-11
S2	155-30	155-30	160-18
S3	151-26	154-16	160-06
S4	147-22	150-12	159-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-16	157-12	4-04	2.6%	1-28	1.2%	95%	True	False	392,565
10	161-16	157-12	4-04	2.6%	1-17	1.0%	95%	True	False	206,948
20	162-13	157-12	5-01	3.1%	1-16	0.9%	78%	False	False	104,646
40	162-13	155-23	6-22	4.1%	1-07	0.7%	84%	False	False	52,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	175-02
2.618	169-27
1.618	166-21
1.000	164-22
0.618	163-15
HIGH	161-16
0.618	160-09
0.500	159-29
0.382	159-17
LOW	158-10
0.618	156-11
1.000	155-04
1.618	153-05
2.618	149-31
4.250	144-24

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	160-27	160-22
PP	160-12	160-02
S1	159-29	159-14

Download as Excel Spreadsheet

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

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