ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-27 |
160-07 |
0-12 |
0.2% |
157-19 |
| High |
160-11 |
160-08 |
-0-03 |
-0.1% |
160-11 |
| Low |
159-06 |
159-03 |
-0-03 |
-0.1% |
157-03 |
| Close |
160-03 |
159-12 |
-0-23 |
-0.4% |
159-12 |
| Range |
1-05 |
1-05 |
0-00 |
0.0% |
3-08 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
356,978 |
328,195 |
-28,783 |
-8.1% |
1,711,917 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-01 |
162-12 |
160-00 |
|
| R3 |
161-28 |
161-07 |
159-22 |
|
| R2 |
160-23 |
160-23 |
159-19 |
|
| R1 |
160-02 |
160-02 |
159-15 |
159-26 |
| PP |
159-18 |
159-18 |
159-18 |
159-14 |
| S1 |
158-29 |
158-29 |
159-09 |
158-21 |
| S2 |
158-13 |
158-13 |
159-05 |
|
| S3 |
157-08 |
157-24 |
159-02 |
|
| S4 |
156-03 |
156-19 |
158-24 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-22 |
167-09 |
161-05 |
|
| R3 |
165-14 |
164-01 |
160-09 |
|
| R2 |
162-06 |
162-06 |
159-31 |
|
| R1 |
160-25 |
160-25 |
159-22 |
161-16 |
| PP |
158-30 |
158-30 |
158-30 |
159-09 |
| S1 |
157-17 |
157-17 |
159-02 |
158-08 |
| S2 |
155-22 |
155-22 |
158-25 |
|
| S3 |
152-14 |
154-09 |
158-15 |
|
| S4 |
149-06 |
151-01 |
157-19 |
|
|
| 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% |
70% |
False |
False |
342,383 |
| 10 |
160-20 |
157-03 |
3-17 |
2.2% |
1-09 |
0.8% |
65% |
False |
False |
385,968 |
| 20 |
164-16 |
157-03 |
7-13 |
4.6% |
1-12 |
0.9% |
31% |
False |
False |
434,093 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
30% |
False |
False |
384,372 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
27% |
False |
False |
257,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-05 |
|
2.618 |
163-09 |
|
1.618 |
162-04 |
|
1.000 |
161-13 |
|
0.618 |
160-31 |
|
HIGH |
160-08 |
|
0.618 |
159-26 |
|
0.500 |
159-22 |
|
0.382 |
159-17 |
|
LOW |
159-03 |
|
0.618 |
158-12 |
|
1.000 |
157-30 |
|
1.618 |
157-07 |
|
2.618 |
156-02 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-22 |
159-12 |
| PP |
159-18 |
159-12 |
| S1 |
159-15 |
159-12 |
|