ECBOT 30 Year Treasury Bond Future December 2021
Trading Metrics calculated at close of trading on 11-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
158-12 |
157-19 |
-0-25 |
-0.5% |
160-14 |
High |
158-21 |
157-23 |
-0-30 |
-0.6% |
160-20 |
Low |
157-16 |
157-03 |
-0-13 |
-0.3% |
157-16 |
Close |
157-24 |
157-15 |
-0-09 |
-0.2% |
157-24 |
Range |
1-05 |
0-20 |
-0-17 |
-45.9% |
3-04 |
ATR |
1-11 |
1-10 |
-0-02 |
-3.7% |
0-00 |
Volume |
510,387 |
110,599 |
-399,788 |
-78.3% |
2,147,767 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-10 |
159-00 |
157-26 |
|
R3 |
158-22 |
158-12 |
157-20 |
|
R2 |
158-02 |
158-02 |
157-19 |
|
R1 |
157-24 |
157-24 |
157-17 |
157-19 |
PP |
157-14 |
157-14 |
157-14 |
157-11 |
S1 |
157-04 |
157-04 |
157-13 |
156-31 |
S2 |
156-26 |
156-26 |
157-11 |
|
S3 |
156-06 |
156-16 |
157-10 |
|
S4 |
155-18 |
155-28 |
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 |
160-12 |
157-03 |
3-09 |
2.1% |
1-08 |
0.8% |
11% |
False |
True |
367,188 |
10 |
160-26 |
157-03 |
3-23 |
2.4% |
1-10 |
0.8% |
10% |
False |
True |
435,445 |
20 |
164-24 |
157-03 |
7-21 |
4.9% |
1-13 |
0.9% |
5% |
False |
True |
431,634 |
40 |
164-24 |
157-03 |
7-21 |
4.9% |
1-06 |
0.8% |
5% |
False |
True |
345,215 |
60 |
165-15 |
157-03 |
8-12 |
5.3% |
1-08 |
0.8% |
4% |
False |
True |
230,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-12 |
2.618 |
159-11 |
1.618 |
158-23 |
1.000 |
158-11 |
0.618 |
158-03 |
HIGH |
157-23 |
0.618 |
157-15 |
0.500 |
157-13 |
0.382 |
157-11 |
LOW |
157-03 |
0.618 |
156-23 |
1.000 |
156-15 |
1.618 |
156-03 |
2.618 |
155-15 |
4.250 |
154-14 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
157-14 |
158-14 |
PP |
157-14 |
158-03 |
S1 |
157-13 |
157-25 |
|