ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 157-16 158-21 1-05 0.7% 160-14
High 158-30 159-30 1-00 0.6% 160-20
Low 157-13 158-14 1-01 0.7% 157-16
Close 158-18 159-21 1-03 0.7% 157-24
Range 1-17 1-16 -0-01 -2.0% 3-04
ATR 1-10 1-11 0-00 1.0% 0-00
Volume 397,231 518,914 121,683 30.6% 2,147,767
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 163-27 163-08 160-15
R3 162-11 161-24 160-02
R2 160-27 160-27 159-30
R1 160-08 160-08 159-25 160-18
PP 159-11 159-11 159-11 159-16
S1 158-24 158-24 159-17 159-02
S2 157-27 157-27 159-12
S3 156-11 157-08 159-08
S4 154-27 155-24 158-27
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
5 159-30 157-03 2-27 1.8% 1-08 0.8% 90% True False 379,258
10 160-20 157-03 3-17 2.2% 1-08 0.8% 73% False False 417,713
20 164-16 157-03 7-13 4.6% 1-12 0.9% 35% False False 434,869
40 164-24 157-03 7-21 4.8% 1-07 0.8% 33% False False 367,900
60 165-13 157-03 8-10 5.2% 1-07 0.8% 31% False False 245,750
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166-10
2.618 163-28
1.618 162-12
1.000 161-14
0.618 160-28
HIGH 159-30
0.618 159-12
0.500 159-06
0.382 159-00
LOW 158-14
0.618 157-16
1.000 156-30
1.618 156-00
2.618 154-16
4.250 152-02
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 159-16 159-09
PP 159-11 158-29
S1 159-06 158-16

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

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