ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
158-07 |
157-21 |
-0-18 |
-0.4% |
157-19 |
| High |
158-15 |
158-05 |
-0-10 |
-0.2% |
160-11 |
| Low |
157-18 |
157-07 |
-0-11 |
-0.2% |
157-03 |
| Close |
158-04 |
157-24 |
-0-12 |
-0.2% |
159-12 |
| Range |
0-29 |
0-30 |
0-01 |
3.4% |
3-08 |
| ATR |
1-09 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
499,345 |
475,287 |
-24,058 |
-4.8% |
1,711,917 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-17 |
160-02 |
158-08 |
|
| R3 |
159-19 |
159-04 |
158-00 |
|
| R2 |
158-21 |
158-21 |
157-30 |
|
| R1 |
158-06 |
158-06 |
157-27 |
158-14 |
| PP |
157-23 |
157-23 |
157-23 |
157-26 |
| S1 |
157-08 |
157-08 |
157-21 |
157-16 |
| S2 |
156-25 |
156-25 |
157-18 |
|
| S3 |
155-27 |
156-10 |
157-16 |
|
| S4 |
154-29 |
155-12 |
157-08 |
|
|
| 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 |
160-08 |
157-07 |
3-01 |
1.9% |
1-05 |
0.7% |
18% |
False |
True |
421,099 |
| 10 |
160-11 |
157-03 |
3-08 |
2.1% |
1-06 |
0.7% |
20% |
False |
False |
399,960 |
| 20 |
162-07 |
157-03 |
5-04 |
3.2% |
1-09 |
0.8% |
13% |
False |
False |
434,405 |
| 40 |
164-24 |
157-03 |
7-21 |
4.9% |
1-08 |
0.8% |
9% |
False |
False |
405,199 |
| 60 |
165-13 |
157-03 |
8-10 |
5.3% |
1-07 |
0.8% |
8% |
False |
False |
286,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-04 |
|
2.618 |
160-20 |
|
1.618 |
159-22 |
|
1.000 |
159-03 |
|
0.618 |
158-24 |
|
HIGH |
158-05 |
|
0.618 |
157-26 |
|
0.500 |
157-22 |
|
0.382 |
157-18 |
|
LOW |
157-07 |
|
0.618 |
156-20 |
|
1.000 |
156-09 |
|
1.618 |
155-22 |
|
2.618 |
154-24 |
|
4.250 |
153-08 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
157-23 |
158-16 |
| PP |
157-23 |
158-08 |
| S1 |
157-22 |
158-00 |
|