ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
157-21 |
157-08 |
-0-13 |
-0.3% |
159-13 |
| High |
158-05 |
158-24 |
0-19 |
0.4% |
159-25 |
| Low |
157-07 |
157-08 |
0-01 |
0.0% |
157-07 |
| Close |
157-24 |
158-09 |
0-17 |
0.3% |
158-09 |
| Range |
0-30 |
1-16 |
0-18 |
60.0% |
2-18 |
| ATR |
1-09 |
1-09 |
0-01 |
1.3% |
0-00 |
| Volume |
475,287 |
408,127 |
-67,160 |
-14.1% |
2,185,428 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
161-30 |
159-03 |
|
| R3 |
161-03 |
160-14 |
158-22 |
|
| R2 |
159-19 |
159-19 |
158-18 |
|
| R1 |
158-30 |
158-30 |
158-13 |
159-08 |
| PP |
158-03 |
158-03 |
158-03 |
158-08 |
| S1 |
157-14 |
157-14 |
158-05 |
157-24 |
| S2 |
156-19 |
156-19 |
158-00 |
|
| S3 |
155-03 |
155-30 |
157-28 |
|
| S4 |
153-19 |
154-14 |
157-15 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-04 |
164-24 |
159-22 |
|
| R3 |
163-18 |
162-06 |
159-00 |
|
| R2 |
161-00 |
161-00 |
158-24 |
|
| R1 |
159-20 |
159-20 |
158-17 |
159-01 |
| PP |
158-14 |
158-14 |
158-14 |
158-04 |
| S1 |
157-02 |
157-02 |
158-01 |
156-15 |
| S2 |
155-28 |
155-28 |
157-26 |
|
| S3 |
153-10 |
154-16 |
157-18 |
|
| S4 |
150-24 |
151-30 |
156-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-25 |
157-07 |
2-18 |
1.6% |
1-07 |
0.8% |
41% |
False |
False |
437,085 |
| 10 |
160-11 |
157-03 |
3-08 |
2.1% |
1-07 |
0.8% |
37% |
False |
False |
389,734 |
| 20 |
161-08 |
157-03 |
4-05 |
2.6% |
1-10 |
0.8% |
29% |
False |
False |
429,842 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-09 |
0.8% |
16% |
False |
False |
401,145 |
| 60 |
165-13 |
157-03 |
8-10 |
5.3% |
1-07 |
0.8% |
14% |
False |
False |
293,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-04 |
|
2.618 |
162-22 |
|
1.618 |
161-06 |
|
1.000 |
160-08 |
|
0.618 |
159-22 |
|
HIGH |
158-24 |
|
0.618 |
158-06 |
|
0.500 |
158-00 |
|
0.382 |
157-26 |
|
LOW |
157-08 |
|
0.618 |
156-10 |
|
1.000 |
155-24 |
|
1.618 |
154-26 |
|
2.618 |
153-10 |
|
4.250 |
150-28 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-06 |
158-06 |
| PP |
158-03 |
158-03 |
| S1 |
158-00 |
158-00 |
|