ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-13 |
159-06 |
-0-07 |
-0.1% |
157-19 |
| High |
159-23 |
159-25 |
0-02 |
0.0% |
160-11 |
| Low |
158-21 |
158-02 |
-0-19 |
-0.4% |
157-03 |
| Close |
159-18 |
158-09 |
-1-09 |
-0.8% |
159-12 |
| Range |
1-02 |
1-23 |
0-21 |
61.8% |
3-08 |
| ATR |
1-09 |
1-10 |
0-01 |
2.4% |
0-00 |
| Volume |
431,292 |
371,377 |
-59,915 |
-13.9% |
1,711,917 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-28 |
162-25 |
159-07 |
|
| R3 |
162-05 |
161-02 |
158-24 |
|
| R2 |
160-14 |
160-14 |
158-19 |
|
| R1 |
159-11 |
159-11 |
158-14 |
159-01 |
| PP |
158-23 |
158-23 |
158-23 |
158-18 |
| S1 |
157-20 |
157-20 |
158-04 |
157-10 |
| S2 |
157-00 |
157-00 |
157-31 |
|
| S3 |
155-09 |
155-29 |
157-26 |
|
| S4 |
153-18 |
154-06 |
157-11 |
|
|
| 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 |
158-02 |
2-09 |
1.4% |
1-10 |
0.8% |
10% |
False |
True |
401,351 |
| 10 |
160-11 |
157-03 |
3-08 |
2.1% |
1-09 |
0.8% |
37% |
False |
False |
386,793 |
| 20 |
164-16 |
157-03 |
7-13 |
4.7% |
1-13 |
0.9% |
16% |
False |
False |
435,277 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-09 |
0.8% |
16% |
False |
False |
400,040 |
| 60 |
165-13 |
157-03 |
8-10 |
5.3% |
1-07 |
0.8% |
14% |
False |
False |
270,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-03 |
|
2.618 |
164-09 |
|
1.618 |
162-18 |
|
1.000 |
161-16 |
|
0.618 |
160-27 |
|
HIGH |
159-25 |
|
0.618 |
159-04 |
|
0.500 |
158-30 |
|
0.382 |
158-23 |
|
LOW |
158-02 |
|
0.618 |
157-00 |
|
1.000 |
156-11 |
|
1.618 |
155-09 |
|
2.618 |
153-18 |
|
4.250 |
150-24 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-30 |
159-05 |
| PP |
158-23 |
158-28 |
| S1 |
158-16 |
158-18 |
|