ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-05 |
160-26 |
0-21 |
0.4% |
158-19 |
| High |
161-07 |
161-00 |
-0-07 |
-0.1% |
161-08 |
| Low |
159-15 |
159-26 |
0-11 |
0.2% |
157-24 |
| Close |
160-27 |
160-12 |
-0-15 |
-0.3% |
160-27 |
| Range |
1-24 |
1-06 |
-0-18 |
-32.1% |
3-16 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.8% |
0-00 |
| Volume |
687,400 |
402,941 |
-284,459 |
-41.4% |
2,497,480 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-31 |
163-11 |
161-01 |
|
| R3 |
162-25 |
162-05 |
160-22 |
|
| R2 |
161-19 |
161-19 |
160-19 |
|
| R1 |
160-31 |
160-31 |
160-15 |
160-22 |
| PP |
160-13 |
160-13 |
160-13 |
160-08 |
| S1 |
159-25 |
159-25 |
160-09 |
159-16 |
| S2 |
159-07 |
159-07 |
160-05 |
|
| S3 |
158-01 |
158-19 |
160-02 |
|
| S4 |
156-27 |
157-13 |
159-23 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-14 |
169-05 |
162-25 |
|
| R3 |
166-30 |
165-21 |
161-26 |
|
| R2 |
163-14 |
163-14 |
161-16 |
|
| R1 |
162-05 |
162-05 |
161-05 |
162-26 |
| PP |
159-30 |
159-30 |
159-30 |
160-09 |
| S1 |
158-21 |
158-21 |
160-17 |
159-10 |
| S2 |
156-14 |
156-14 |
160-06 |
|
| S3 |
152-30 |
155-05 |
159-28 |
|
| S4 |
149-14 |
151-21 |
158-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-08 |
158-08 |
3-00 |
1.9% |
1-16 |
0.9% |
71% |
False |
False |
520,101 |
| 10 |
161-08 |
157-07 |
4-01 |
2.5% |
1-11 |
0.8% |
78% |
False |
False |
465,455 |
| 20 |
161-08 |
157-03 |
4-05 |
2.6% |
1-10 |
0.8% |
79% |
False |
False |
426,155 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-11 |
0.8% |
43% |
False |
False |
422,947 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
43% |
False |
False |
341,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-02 |
|
2.618 |
164-03 |
|
1.618 |
162-29 |
|
1.000 |
162-06 |
|
0.618 |
161-23 |
|
HIGH |
161-00 |
|
0.618 |
160-17 |
|
0.500 |
160-13 |
|
0.382 |
160-09 |
|
LOW |
159-26 |
|
0.618 |
159-03 |
|
1.000 |
158-20 |
|
1.618 |
157-29 |
|
2.618 |
156-23 |
|
4.250 |
154-24 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-13 |
160-12 |
| PP |
160-13 |
160-12 |
| S1 |
160-12 |
160-12 |
|