ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
158-17 |
159-05 |
0-20 |
0.4% |
159-13 |
| High |
159-07 |
161-05 |
1-30 |
1.2% |
159-25 |
| Low |
158-08 |
158-24 |
0-16 |
0.3% |
157-07 |
| Close |
158-31 |
160-31 |
2-00 |
1.3% |
158-09 |
| Range |
0-31 |
2-13 |
1-14 |
148.4% |
2-18 |
| ATR |
1-08 |
1-11 |
0-03 |
6.7% |
0-00 |
| Volume |
309,536 |
617,072 |
307,536 |
99.4% |
2,185,428 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-16 |
166-21 |
162-09 |
|
| R3 |
165-03 |
164-08 |
161-20 |
|
| R2 |
162-22 |
162-22 |
161-13 |
|
| R1 |
161-27 |
161-27 |
161-06 |
162-08 |
| PP |
160-09 |
160-09 |
160-09 |
160-16 |
| S1 |
159-14 |
159-14 |
160-24 |
159-28 |
| S2 |
157-28 |
157-28 |
160-17 |
|
| S3 |
155-15 |
157-01 |
160-10 |
|
| S4 |
153-02 |
154-20 |
159-21 |
|
|
| 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 |
161-05 |
157-07 |
3-30 |
2.4% |
1-12 |
0.9% |
95% |
True |
False |
421,987 |
| 10 |
161-05 |
157-07 |
3-30 |
2.4% |
1-09 |
0.8% |
95% |
True |
False |
409,712 |
| 20 |
161-05 |
157-03 |
4-02 |
2.5% |
1-09 |
0.8% |
95% |
True |
False |
413,712 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-10 |
0.8% |
51% |
False |
False |
404,625 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
47% |
False |
False |
314,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-12 |
|
2.618 |
167-15 |
|
1.618 |
165-02 |
|
1.000 |
163-18 |
|
0.618 |
162-21 |
|
HIGH |
161-05 |
|
0.618 |
160-08 |
|
0.500 |
159-30 |
|
0.382 |
159-21 |
|
LOW |
158-24 |
|
0.618 |
157-08 |
|
1.000 |
156-11 |
|
1.618 |
154-27 |
|
2.618 |
152-14 |
|
4.250 |
148-17 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-20 |
160-15 |
| PP |
160-09 |
159-31 |
| S1 |
159-30 |
159-14 |
|