ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	160-29	161-28	0-31	0.6%	160-04
High	162-12	163-01	0-21	0.4%	161-16
Low	160-14	161-01	0-19	0.4%	157-12
Close	162-04	162-12	0-08	0.2%	161-10
Range	1-30	2-00	0-02	3.2%	4-04
ATR	1-16	1-17	0-01	2.3%	0-00
Volume	680,977	472,050	-208,927	-30.7%	1,866,730

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	168-05	167-08	163-15
R3	166-05	165-08	162-30
R2	164-05	164-05	162-24
R1	163-08	163-08	162-18	163-22
PP	162-05	162-05	162-05	162-12
S1	161-08	161-08	162-06	161-22
S2	160-05	160-05	162-00
S3	158-05	159-08	161-26
S4	156-05	157-08	161-09

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	163-01	157-12	5-21	3.5%	1-30	1.2%	88%	True	False	459,589
10	163-01	157-12	5-21	3.5%	1-21	1.0%	88%	True	False	359,077
20	163-01	157-12	5-21	3.5%	1-19	1.0%	88%	True	False	181,981
40	163-01	155-23	7-10	4.5%	1-09	0.8%	91%	True	False	91,059

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	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	171-17
2.618	168-09
1.618	166-09
1.000	165-01
0.618	164-09
HIGH	163-01
0.618	162-09
0.500	162-01
0.382	161-25
LOW	161-01
0.618	159-25
1.000	159-01
1.618	157-25
2.618	155-25
4.250	152-17

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	162-08	162-02
PP	162-05	161-24
S1	162-01	161-14

Download as Excel Spreadsheet

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

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