ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
161-00 |
160-18 |
-0-14 |
-0.3% |
162-21 |
| High |
161-08 |
160-26 |
-0-14 |
-0.3% |
164-16 |
| Low |
159-27 |
158-23 |
-1-04 |
-0.7% |
160-27 |
| Close |
160-22 |
159-10 |
-1-12 |
-0.9% |
160-31 |
| Range |
1-13 |
2-03 |
0-22 |
48.9% |
3-21 |
| ATR |
1-10 |
1-12 |
0-02 |
4.2% |
0-00 |
| Volume |
455,643 |
573,118 |
117,475 |
25.8% |
2,270,449 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-29 |
164-22 |
160-15 |
|
| R3 |
163-26 |
162-19 |
159-28 |
|
| R2 |
161-23 |
161-23 |
159-22 |
|
| R1 |
160-16 |
160-16 |
159-16 |
160-02 |
| PP |
159-20 |
159-20 |
159-20 |
159-12 |
| S1 |
158-13 |
158-13 |
159-04 |
157-31 |
| S2 |
157-17 |
157-17 |
158-30 |
|
| S3 |
155-14 |
156-10 |
158-24 |
|
| S4 |
153-11 |
154-07 |
158-05 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-02 |
170-22 |
162-31 |
|
| R3 |
169-13 |
167-01 |
161-31 |
|
| R2 |
165-24 |
165-24 |
161-20 |
|
| R1 |
163-12 |
163-12 |
161-10 |
162-24 |
| PP |
162-03 |
162-03 |
162-03 |
161-25 |
| S1 |
159-23 |
159-23 |
160-20 |
159-02 |
| S2 |
158-14 |
158-14 |
160-10 |
|
| S3 |
154-25 |
156-02 |
159-31 |
|
| S4 |
151-04 |
152-13 |
158-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-23 |
|
2.618 |
166-09 |
|
1.618 |
164-06 |
|
1.000 |
162-29 |
|
0.618 |
162-03 |
|
HIGH |
160-26 |
|
0.618 |
160-00 |
|
0.500 |
159-24 |
|
0.382 |
159-17 |
|
LOW |
158-23 |
|
0.618 |
157-14 |
|
1.000 |
156-20 |
|
1.618 |
155-11 |
|
2.618 |
153-08 |
|
4.250 |
149-26 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-24 |
160-15 |
| PP |
159-20 |
160-03 |
| S1 |
159-15 |
159-22 |
|