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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 26 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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