ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	162-08	163-30	1-22	1.0%	161-04
High	164-12	163-30	-0-14	-0.3%	164-12
Low	161-28	162-10	0-14	0.3%	159-28
Close	164-05	162-17	-1-20	-1.0%	164-05
Range	2-16	1-20	-0-28	-35.0%	4-16
ATR	1-19	1-19	0-01	1.2%	0-00
Volume	528,012	335,264	-192,748	-36.5%	2,495,696

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	167-26	166-25	163-14
R3	166-06	165-05	162-31
R2	164-18	164-18	162-27
R1	163-17	163-17	162-22	163-08
PP	162-30	162-30	162-30	162-25
S1	161-29	161-29	162-12	161-20
S2	161-10	161-10	162-07
S3	159-22	160-09	162-03
S4	158-02	158-21	161-20

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	160-14	3-30	2.4%	1-27	1.1%	53%	False	False	487,165
10	164-12	157-12	7-00	4.3%	1-26	1.1%	74%	False	False	469,769
20	164-12	157-12	7-00	4.3%	1-18	1.0%	74%	False	False	245,945
40	164-12	155-23	8-21	5.3%	1-12	0.8%	79%	False	False	123,126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-27
2.618	168-06
1.618	166-18
1.000	165-18
0.618	164-30
HIGH	163-30
0.618	163-10
0.500	163-04
0.382	162-30
LOW	162-10
0.618	161-10
1.000	160-22
1.618	159-22
2.618	158-02
4.250	155-13

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	163-04	163-04
PP	162-30	162-30
S1	162-23	162-23

Download as Excel Spreadsheet

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

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