ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	161-04	160-29	-0-07	-0.1%	160-04
High	161-04	162-12	1-08	0.8%	161-16
Low	159-28	160-14	0-18	0.4%	157-12
Close	160-14	162-04	1-22	1.1%	161-10
Range	1-08	1-30	0-22	55.0%	4-04
ATR	1-15	1-16	0-01	2.2%	0-00
Volume	395,134	680,977	285,843	72.3%	1,866,730

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-15	166-23	163-06
R3	165-17	164-25	162-21
R2	163-19	163-19	162-15
R1	162-27	162-27	162-10	163-07
PP	161-21	161-21	161-21	161-26
S1	160-29	160-29	161-30	161-09
S2	159-23	159-23	161-25
S3	157-25	158-31	161-19
S4	155-27	157-01	161-02

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	162-12	157-12	5-00	3.1%	1-27	1.1%	95%	True	False	486,269
10	162-12	157-12	5-00	3.1%	1-18	1.0%	95%	True	False	313,242
20	162-13	157-12	5-01	3.1%	1-17	0.9%	94%	False	False	158,399
40	162-13	155-23	6-22	4.1%	1-08	0.8%	96%	False	False	79,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-20
2.618	167-14
1.618	165-16
1.000	164-10
0.618	163-18
HIGH	162-12
0.618	161-20
0.500	161-13
0.382	161-06
LOW	160-14
0.618	159-08
1.000	158-16
1.618	157-10
2.618	155-12
4.250	152-06

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	161-28	161-17
PP	161-21	160-30
S1	161-13	160-11

Download as Excel Spreadsheet

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

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