ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-31 |
160-14 |
0-15 |
0.3% |
161-00 |
| High |
160-15 |
160-20 |
0-05 |
0.1% |
161-08 |
| Low |
159-18 |
159-15 |
-0-03 |
-0.1% |
158-22 |
| Close |
160-11 |
160-04 |
-0-07 |
-0.1% |
160-11 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
2-18 |
| ATR |
1-12 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
469,125 |
422,425 |
-46,700 |
-10.0% |
2,551,736 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-17 |
163-00 |
160-24 |
|
| R3 |
162-12 |
161-27 |
160-14 |
|
| R2 |
161-07 |
161-07 |
160-11 |
|
| R1 |
160-22 |
160-22 |
160-07 |
160-12 |
| PP |
160-02 |
160-02 |
160-02 |
159-30 |
| S1 |
159-17 |
159-17 |
160-01 |
159-07 |
| S2 |
158-29 |
158-29 |
159-29 |
|
| S3 |
157-24 |
158-12 |
159-26 |
|
| S4 |
156-19 |
157-07 |
159-16 |
|
|
| 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 |
165-17 |
|
2.618 |
163-21 |
|
1.618 |
162-16 |
|
1.000 |
161-25 |
|
0.618 |
161-11 |
|
HIGH |
160-20 |
|
0.618 |
160-06 |
|
0.500 |
160-02 |
|
0.382 |
159-29 |
|
LOW |
159-15 |
|
0.618 |
158-24 |
|
1.000 |
158-10 |
|
1.618 |
157-19 |
|
2.618 |
156-14 |
|
4.250 |
154-18 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-03 |
160-00 |
| PP |
160-02 |
159-27 |
| S1 |
160-02 |
159-23 |
|