ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
158-19 |
158-17 |
-0-02 |
0.0% |
159-13 |
| High |
158-25 |
159-07 |
0-14 |
0.3% |
159-25 |
| Low |
157-24 |
158-08 |
0-16 |
0.3% |
157-07 |
| Close |
158-17 |
158-31 |
0-14 |
0.3% |
158-09 |
| Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
2-18 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
299,913 |
309,536 |
9,623 |
3.2% |
2,185,428 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-23 |
161-10 |
159-16 |
|
| R3 |
160-24 |
160-11 |
159-08 |
|
| R2 |
159-25 |
159-25 |
159-05 |
|
| R1 |
159-12 |
159-12 |
159-02 |
159-18 |
| PP |
158-26 |
158-26 |
158-26 |
158-29 |
| S1 |
158-13 |
158-13 |
158-28 |
158-20 |
| S2 |
157-27 |
157-27 |
158-25 |
|
| S3 |
156-28 |
157-14 |
158-22 |
|
| S4 |
155-29 |
156-15 |
158-14 |
|
|
| 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 |
159-07 |
157-07 |
2-00 |
1.3% |
1-02 |
0.7% |
88% |
True |
False |
398,441 |
| 10 |
160-11 |
157-07 |
3-04 |
2.0% |
1-06 |
0.8% |
56% |
False |
False |
399,896 |
| 20 |
160-20 |
157-03 |
3-17 |
2.2% |
1-07 |
0.8% |
53% |
False |
False |
408,876 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-09 |
0.8% |
24% |
False |
False |
402,359 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
23% |
False |
False |
303,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-11 |
|
2.618 |
161-24 |
|
1.618 |
160-25 |
|
1.000 |
160-06 |
|
0.618 |
159-26 |
|
HIGH |
159-07 |
|
0.618 |
158-27 |
|
0.500 |
158-24 |
|
0.382 |
158-20 |
|
LOW |
158-08 |
|
0.618 |
157-21 |
|
1.000 |
157-09 |
|
1.618 |
156-22 |
|
2.618 |
155-23 |
|
4.250 |
154-04 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
158-28 |
158-23 |
| PP |
158-26 |
158-15 |
| S1 |
158-24 |
158-08 |
|