ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-04 |
159-14 |
0-10 |
0.2% |
161-00 |
| High |
159-25 |
159-24 |
-0-01 |
0.0% |
161-08 |
| Low |
158-06 |
158-10 |
0-04 |
0.1% |
158-22 |
| Close |
159-15 |
158-14 |
-1-01 |
-0.6% |
160-11 |
| Range |
1-19 |
1-14 |
-0-05 |
-9.8% |
2-18 |
| ATR |
1-12 |
1-12 |
0-00 |
0.4% |
0-00 |
| Volume |
483,801 |
359,160 |
-124,641 |
-25.8% |
2,551,736 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-05 |
162-07 |
159-07 |
|
| R3 |
161-23 |
160-25 |
158-27 |
|
| R2 |
160-09 |
160-09 |
158-22 |
|
| R1 |
159-11 |
159-11 |
158-18 |
159-03 |
| PP |
158-27 |
158-27 |
158-27 |
158-22 |
| S1 |
157-29 |
157-29 |
158-10 |
157-21 |
| S2 |
157-13 |
157-13 |
158-06 |
|
| S3 |
155-31 |
156-15 |
158-01 |
|
| S4 |
154-17 |
155-01 |
157-21 |
|
|
| 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 |
158-06 |
2-14 |
1.5% |
1-10 |
0.8% |
10% |
False |
False |
421,301 |
| 10 |
162-07 |
158-06 |
4-01 |
2.5% |
1-13 |
0.9% |
6% |
False |
False |
468,849 |
| 20 |
164-24 |
158-06 |
6-18 |
4.1% |
1-13 |
0.9% |
4% |
False |
False |
425,962 |
| 40 |
164-24 |
158-06 |
6-18 |
4.1% |
1-07 |
0.8% |
4% |
False |
False |
329,795 |
| 60 |
165-15 |
158-06 |
7-09 |
4.6% |
1-07 |
0.8% |
3% |
False |
False |
220,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-28 |
|
2.618 |
163-16 |
|
1.618 |
162-02 |
|
1.000 |
161-06 |
|
0.618 |
160-20 |
|
HIGH |
159-24 |
|
0.618 |
159-06 |
|
0.500 |
159-01 |
|
0.382 |
158-28 |
|
LOW |
158-10 |
|
0.618 |
157-14 |
|
1.000 |
156-28 |
|
1.618 |
156-00 |
|
2.618 |
154-18 |
|
4.250 |
152-06 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-01 |
159-09 |
| PP |
158-27 |
159-00 |
| S1 |
158-20 |
158-23 |
|