ECBOT 30 Year Treasury Bond Future December 2021
Trading Metrics calculated at close of trading on 01-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
159-18 |
159-31 |
0-13 |
0.3% |
161-00 |
High |
160-03 |
160-15 |
0-12 |
0.2% |
161-08 |
Low |
158-26 |
159-18 |
0-24 |
0.5% |
158-22 |
Close |
159-07 |
160-11 |
1-04 |
0.7% |
160-11 |
Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
2-18 |
ATR |
1-12 |
1-12 |
0-00 |
-0.6% |
0-00 |
Volume |
533,500 |
469,125 |
-64,375 |
-12.1% |
2,551,736 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-27 |
162-16 |
160-27 |
|
R3 |
161-30 |
161-19 |
160-19 |
|
R2 |
161-01 |
161-01 |
160-16 |
|
R1 |
160-22 |
160-22 |
160-14 |
160-28 |
PP |
160-04 |
160-04 |
160-04 |
160-07 |
S1 |
159-25 |
159-25 |
160-08 |
159-30 |
S2 |
159-07 |
159-07 |
160-06 |
|
S3 |
158-10 |
158-28 |
160-03 |
|
S4 |
157-13 |
157-31 |
159-27 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-25 |
166-20 |
161-24 |
|
R3 |
165-07 |
164-02 |
161-02 |
|
R2 |
162-21 |
162-21 |
160-26 |
|
R1 |
161-16 |
161-16 |
160-19 |
160-26 |
PP |
160-03 |
160-03 |
160-03 |
159-24 |
S1 |
158-30 |
158-30 |
160-03 |
158-08 |
S2 |
157-17 |
157-17 |
159-28 |
|
S3 |
154-31 |
156-12 |
159-20 |
|
S4 |
152-13 |
153-26 |
158-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
164-10 |
2.618 |
162-27 |
1.618 |
161-30 |
1.000 |
161-12 |
0.618 |
161-01 |
HIGH |
160-15 |
0.618 |
160-04 |
0.500 |
160-00 |
0.382 |
159-29 |
LOW |
159-18 |
0.618 |
159-00 |
1.000 |
158-21 |
1.618 |
158-03 |
2.618 |
157-06 |
4.250 |
155-23 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
160-08 |
160-03 |
PP |
160-04 |
159-27 |
S1 |
160-00 |
159-18 |
|