ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 158-20 161-04 2-16 1.6% 160-04
High 161-16 161-04 -0-12 -0.2% 161-16
Low 158-10 159-28 1-18 1.0% 157-12
Close 161-10 160-14 -0-28 -0.5% 161-10
Range 3-06 1-08 -1-30 -60.8% 4-04
ATR 1-15 1-15 0-00 -0.2% 0-00
Volume 332,121 395,134 63,013 19.0% 1,866,730
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 164-07 163-19 161-04
R3 162-31 162-11 160-25
R2 161-23 161-23 160-21
R1 161-03 161-03 160-18 160-25
PP 160-15 160-15 160-15 160-10
S1 159-27 159-27 160-10 159-17
S2 159-07 159-07 160-07
S3 157-31 158-19 160-03
S4 156-23 157-11 159-24
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% 1-26 1.1% 74% False False 452,372
10 161-16 157-12 4-04 2.6% 1-18 1.0% 74% False False 245,713
20 162-13 157-12 5-01 3.1% 1-16 0.9% 61% False False 124,367
40 162-13 155-23 6-22 4.2% 1-07 0.8% 71% False False 62,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 166-14
2.618 164-13
1.618 163-05
1.000 162-12
0.618 161-29
HIGH 161-04
0.618 160-21
0.500 160-16
0.382 160-11
LOW 159-28
0.618 159-03
1.000 158-20
1.618 157-27
2.618 156-19
4.250 154-18
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 160-16 160-03
PP 160-15 159-25
S1 160-15 159-14

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

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