ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
160-14 |
160-03 |
-0-11 |
-0.2% |
161-00 |
| High |
160-20 |
160-12 |
-0-08 |
-0.2% |
161-08 |
| Low |
159-15 |
158-31 |
-0-16 |
-0.3% |
158-22 |
| Close |
160-04 |
159-05 |
-0-31 |
-0.6% |
160-11 |
| Range |
1-05 |
1-13 |
0-08 |
21.6% |
2-18 |
| ATR |
1-11 |
1-11 |
0-00 |
0.3% |
0-00 |
| Volume |
422,425 |
371,994 |
-50,431 |
-11.9% |
2,551,736 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-23 |
162-27 |
159-30 |
|
| R3 |
162-10 |
161-14 |
159-17 |
|
| R2 |
160-29 |
160-29 |
159-13 |
|
| R1 |
160-01 |
160-01 |
159-09 |
159-24 |
| PP |
159-16 |
159-16 |
159-16 |
159-12 |
| S1 |
158-20 |
158-20 |
159-01 |
158-12 |
| S2 |
158-03 |
158-03 |
158-29 |
|
| S3 |
156-22 |
157-07 |
158-25 |
|
| S4 |
155-09 |
155-26 |
158-12 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-20 |
158-22 |
1-30 |
1.2% |
1-07 |
0.8% |
24% |
False |
False |
463,478 |
| 10 |
164-16 |
158-22 |
5-26 |
3.7% |
1-16 |
0.9% |
8% |
False |
False |
483,760 |
| 20 |
164-24 |
158-22 |
6-02 |
3.8% |
1-12 |
0.9% |
8% |
False |
False |
421,087 |
| 40 |
164-24 |
158-22 |
6-02 |
3.8% |
1-06 |
0.8% |
8% |
False |
False |
308,830 |
| 60 |
165-15 |
158-22 |
6-25 |
4.3% |
1-08 |
0.8% |
7% |
False |
False |
206,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-11 |
|
2.618 |
164-02 |
|
1.618 |
162-21 |
|
1.000 |
161-25 |
|
0.618 |
161-08 |
|
HIGH |
160-12 |
|
0.618 |
159-27 |
|
0.500 |
159-22 |
|
0.382 |
159-16 |
|
LOW |
158-31 |
|
0.618 |
158-03 |
|
1.000 |
157-18 |
|
1.618 |
156-22 |
|
2.618 |
155-09 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-22 |
159-26 |
| PP |
159-16 |
159-19 |
| S1 |
159-10 |
159-12 |
|