ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
157-19 |
157-16 |
-0-03 |
-0.1% |
160-14 |
| High |
157-23 |
158-30 |
1-07 |
0.8% |
160-20 |
| Low |
157-03 |
157-13 |
0-10 |
0.2% |
157-16 |
| Close |
157-15 |
158-18 |
1-03 |
0.7% |
157-24 |
| Range |
0-20 |
1-17 |
0-29 |
145.0% |
3-04 |
| ATR |
1-10 |
1-10 |
0-01 |
1.2% |
0-00 |
| Volume |
110,599 |
397,231 |
286,632 |
259.2% |
2,147,767 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-29 |
162-08 |
159-13 |
|
| R3 |
161-12 |
160-23 |
158-31 |
|
| R2 |
159-27 |
159-27 |
158-27 |
|
| R1 |
159-06 |
159-06 |
158-22 |
159-16 |
| PP |
158-10 |
158-10 |
158-10 |
158-15 |
| S1 |
157-21 |
157-21 |
158-14 |
158-00 |
| S2 |
156-25 |
156-25 |
158-09 |
|
| S3 |
155-08 |
156-04 |
158-05 |
|
| S4 |
153-23 |
154-19 |
157-23 |
|
|
| 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 |
159-25 |
157-03 |
2-22 |
1.7% |
1-09 |
0.8% |
55% |
False |
False |
372,235 |
| 10 |
160-20 |
157-03 |
3-17 |
2.2% |
1-08 |
0.8% |
42% |
False |
False |
417,857 |
| 20 |
164-24 |
157-03 |
7-21 |
4.8% |
1-12 |
0.9% |
19% |
False |
False |
426,861 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
19% |
False |
False |
355,028 |
| 60 |
165-15 |
157-03 |
8-12 |
5.3% |
1-08 |
0.8% |
18% |
False |
False |
237,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-14 |
|
2.618 |
162-30 |
|
1.618 |
161-13 |
|
1.000 |
160-15 |
|
0.618 |
159-28 |
|
HIGH |
158-30 |
|
0.618 |
158-11 |
|
0.500 |
158-06 |
|
0.382 |
158-00 |
|
LOW |
157-13 |
|
0.618 |
156-15 |
|
1.000 |
155-28 |
|
1.618 |
154-30 |
|
2.618 |
153-13 |
|
4.250 |
150-29 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-14 |
158-12 |
| PP |
158-10 |
158-06 |
| S1 |
158-06 |
158-00 |
|