ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
159-02 |
159-18 |
0-16 |
0.3% |
162-21 |
| High |
160-03 |
160-03 |
0-00 |
0.0% |
164-16 |
| Low |
158-22 |
158-26 |
0-04 |
0.1% |
160-27 |
| Close |
159-03 |
159-07 |
0-04 |
0.1% |
160-31 |
| Range |
1-13 |
1-09 |
-0-04 |
-8.9% |
3-21 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.5% |
0-00 |
| Volume |
520,350 |
533,500 |
13,150 |
2.5% |
2,270,449 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-07 |
162-16 |
159-30 |
|
| R3 |
161-30 |
161-07 |
159-18 |
|
| R2 |
160-21 |
160-21 |
159-15 |
|
| R1 |
159-30 |
159-30 |
159-11 |
159-21 |
| PP |
159-12 |
159-12 |
159-12 |
159-08 |
| S1 |
158-21 |
158-21 |
159-03 |
158-12 |
| S2 |
158-03 |
158-03 |
158-31 |
|
| S3 |
156-26 |
157-12 |
158-28 |
|
| S4 |
155-17 |
156-03 |
158-16 |
|
|
| 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 |
165-17 |
|
2.618 |
163-14 |
|
1.618 |
162-05 |
|
1.000 |
161-12 |
|
0.618 |
160-28 |
|
HIGH |
160-03 |
|
0.618 |
159-19 |
|
0.500 |
159-14 |
|
0.382 |
159-10 |
|
LOW |
158-26 |
|
0.618 |
158-01 |
|
1.000 |
157-17 |
|
1.618 |
156-24 |
|
2.618 |
155-15 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-14 |
159-24 |
| PP |
159-12 |
159-18 |
| S1 |
159-10 |
159-13 |
|