ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-14 |
158-12 |
-1-02 |
-0.7% |
160-14 |
| High |
159-24 |
158-21 |
-1-03 |
-0.7% |
160-20 |
| Low |
158-10 |
157-16 |
-0-26 |
-0.5% |
157-16 |
| Close |
158-14 |
157-24 |
-0-22 |
-0.4% |
157-24 |
| Range |
1-14 |
1-05 |
-0-09 |
-19.6% |
3-04 |
| ATR |
1-12 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
359,160 |
510,387 |
151,227 |
42.1% |
2,147,767 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-14 |
160-24 |
158-12 |
|
| R3 |
160-09 |
159-19 |
158-02 |
|
| R2 |
159-04 |
159-04 |
157-31 |
|
| R1 |
158-14 |
158-14 |
157-27 |
158-06 |
| PP |
157-31 |
157-31 |
157-31 |
157-27 |
| S1 |
157-09 |
157-09 |
157-21 |
157-02 |
| S2 |
156-26 |
156-26 |
157-17 |
|
| S3 |
155-21 |
156-04 |
157-14 |
|
| S4 |
154-16 |
154-31 |
157-04 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-00 |
159-15 |
|
| R3 |
164-28 |
162-28 |
158-20 |
|
| R2 |
161-24 |
161-24 |
158-10 |
|
| R1 |
159-24 |
159-24 |
158-01 |
159-06 |
| PP |
158-20 |
158-20 |
158-20 |
158-11 |
| S1 |
156-20 |
156-20 |
157-15 |
156-02 |
| S2 |
155-16 |
155-16 |
157-06 |
|
| S3 |
152-12 |
153-16 |
156-28 |
|
| S4 |
149-08 |
150-12 |
156-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-20 |
157-16 |
3-04 |
2.0% |
1-11 |
0.9% |
8% |
False |
True |
429,553 |
| 10 |
161-08 |
157-16 |
3-24 |
2.4% |
1-12 |
0.9% |
7% |
False |
True |
469,950 |
| 20 |
164-24 |
157-16 |
7-08 |
4.6% |
1-13 |
0.9% |
3% |
False |
True |
437,128 |
| 40 |
164-24 |
157-16 |
7-08 |
4.6% |
1-07 |
0.8% |
3% |
False |
True |
342,543 |
| 60 |
165-15 |
157-16 |
7-31 |
5.1% |
1-08 |
0.8% |
3% |
False |
True |
228,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-18 |
|
2.618 |
161-22 |
|
1.618 |
160-17 |
|
1.000 |
159-26 |
|
0.618 |
159-12 |
|
HIGH |
158-21 |
|
0.618 |
158-07 |
|
0.500 |
158-02 |
|
0.382 |
157-30 |
|
LOW |
157-16 |
|
0.618 |
156-25 |
|
1.000 |
156-11 |
|
1.618 |
155-20 |
|
2.618 |
154-15 |
|
4.250 |
152-19 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-02 |
158-20 |
| PP |
157-31 |
158-11 |
| S1 |
157-28 |
158-02 |
|