ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 03-Dec-2021

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	162-28	162-08	-0-20	-0.4%	161-04
High	163-04	164-12	1-08	0.8%	164-12
Low	161-31	161-28	-0-03	-0.1%	159-28
Close	162-11	164-05	1-26	1.1%	164-05
Range	1-05	2-16	1-11	116.2%	4-16
ATR	1-17	1-19	0-02	4.6%	0-00
Volume	419,523	528,012	108,489	25.9%	2,495,696

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	170-31	170-02	165-17
R3	168-15	167-18	164-27
R2	165-31	165-31	164-20
R1	165-02	165-02	164-12	165-16
PP	163-15	163-15	163-15	163-22
S1	162-18	162-18	163-30	163-00
S2	160-31	160-31	163-22
S3	158-15	160-02	163-15
S4	155-31	157-18	162-25

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	176-10	174-23	166-20
R3	171-26	170-07	165-13
R2	167-10	167-10	164-31
R1	165-23	165-23	164-18	166-16
PP	162-26	162-26	162-26	163-06
S1	161-07	161-07	163-24	162-00
S2	158-10	158-10	163-11
S3	153-26	156-23	162-29
S4	149-10	152-07	161-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-12	159-28	4-16	2.7%	1-25	1.1%	95%	True	False	499,139
10	164-12	157-12	7-00	4.3%	1-26	1.1%	97%	True	False	445,852
20	164-12	157-12	7-00	4.3%	1-19	1.0%	97%	True	False	229,239
40	164-12	155-23	8-21	5.3%	1-11	0.8%	97%	True	False	114,747

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	175-00
2.618	170-29
1.618	168-13
1.000	166-28
0.618	165-29
HIGH	164-12
0.618	163-13
0.500	163-04
0.382	162-27
LOW	161-28
0.618	160-11
1.000	159-12
1.618	157-27
2.618	155-11
4.250	151-08

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	163-26	163-22
PP	163-15	163-06
S1	163-04	162-22

Download as Excel Spreadsheet

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

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