ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
157-08 |
158-19 |
1-11 |
0.9% |
159-13 |
| High |
158-24 |
158-25 |
0-01 |
0.0% |
159-25 |
| Low |
157-08 |
157-24 |
0-16 |
0.3% |
157-07 |
| Close |
158-09 |
158-17 |
0-08 |
0.2% |
158-09 |
| Range |
1-16 |
1-01 |
-0-15 |
-31.3% |
2-18 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.4% |
0-00 |
| Volume |
408,127 |
299,913 |
-108,214 |
-26.5% |
2,185,428 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-14 |
161-01 |
159-03 |
|
| R3 |
160-13 |
160-00 |
158-26 |
|
| R2 |
159-12 |
159-12 |
158-23 |
|
| R1 |
158-31 |
158-31 |
158-20 |
158-21 |
| PP |
158-11 |
158-11 |
158-11 |
158-06 |
| S1 |
157-30 |
157-30 |
158-14 |
157-20 |
| S2 |
157-10 |
157-10 |
158-11 |
|
| S3 |
156-09 |
156-29 |
158-08 |
|
| S4 |
155-08 |
155-28 |
157-31 |
|
|
| 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% |
51% |
False |
False |
410,809 |
| 10 |
160-11 |
157-07 |
3-04 |
2.0% |
1-08 |
0.8% |
42% |
False |
False |
408,665 |
| 20 |
160-26 |
157-03 |
3-23 |
2.3% |
1-09 |
0.8% |
39% |
False |
False |
422,055 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-09 |
0.8% |
19% |
False |
False |
400,572 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
17% |
False |
False |
298,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-05 |
|
2.618 |
161-15 |
|
1.618 |
160-14 |
|
1.000 |
159-26 |
|
0.618 |
159-13 |
|
HIGH |
158-25 |
|
0.618 |
158-12 |
|
0.500 |
158-08 |
|
0.382 |
158-05 |
|
LOW |
157-24 |
|
0.618 |
157-04 |
|
1.000 |
156-23 |
|
1.618 |
156-03 |
|
2.618 |
155-02 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-14 |
158-11 |
| PP |
158-11 |
158-06 |
| S1 |
158-08 |
158-00 |
|