ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
158-21 |
159-27 |
1-06 |
0.7% |
160-14 |
| High |
159-30 |
160-11 |
0-13 |
0.3% |
160-20 |
| Low |
158-14 |
159-06 |
0-24 |
0.5% |
157-16 |
| Close |
159-21 |
160-03 |
0-14 |
0.3% |
157-24 |
| Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
3-04 |
| ATR |
1-11 |
1-10 |
0-00 |
-1.0% |
0-00 |
| Volume |
518,914 |
356,978 |
-161,936 |
-31.2% |
2,147,767 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
162-28 |
160-23 |
|
| R3 |
162-06 |
161-23 |
160-13 |
|
| R2 |
161-01 |
161-01 |
160-10 |
|
| R1 |
160-18 |
160-18 |
160-06 |
160-26 |
| PP |
159-28 |
159-28 |
159-28 |
160-00 |
| S1 |
159-13 |
159-13 |
160-00 |
159-20 |
| S2 |
158-23 |
158-23 |
159-28 |
|
| S3 |
157-18 |
158-08 |
159-25 |
|
| S4 |
156-13 |
157-03 |
159-15 |
|
|
| 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 |
160-11 |
157-03 |
3-08 |
2.0% |
1-06 |
0.7% |
92% |
True |
False |
378,821 |
| 10 |
160-20 |
157-03 |
3-17 |
2.2% |
1-08 |
0.8% |
85% |
False |
False |
400,061 |
| 20 |
164-16 |
157-03 |
7-13 |
4.6% |
1-12 |
0.9% |
41% |
False |
False |
436,400 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
39% |
False |
False |
376,431 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
36% |
False |
False |
251,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-08 |
|
2.618 |
163-12 |
|
1.618 |
162-07 |
|
1.000 |
161-16 |
|
0.618 |
161-02 |
|
HIGH |
160-11 |
|
0.618 |
159-29 |
|
0.500 |
159-24 |
|
0.382 |
159-20 |
|
LOW |
159-06 |
|
0.618 |
158-15 |
|
1.000 |
158-01 |
|
1.618 |
157-10 |
|
2.618 |
156-05 |
|
4.250 |
154-09 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-00 |
159-22 |
| PP |
159-28 |
159-09 |
| S1 |
159-24 |
158-28 |
|