ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-26 |
160-19 |
-0-07 |
-0.1% |
158-19 |
| High |
161-00 |
161-05 |
0-05 |
0.1% |
161-08 |
| Low |
159-26 |
160-11 |
0-17 |
0.3% |
157-24 |
| Close |
160-12 |
160-25 |
0-13 |
0.3% |
160-27 |
| Range |
1-06 |
0-26 |
-0-12 |
-31.6% |
3-16 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.8% |
0-00 |
| Volume |
402,941 |
357,737 |
-45,204 |
-11.2% |
2,497,480 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-26 |
161-07 |
|
| R3 |
162-12 |
162-00 |
161-00 |
|
| R2 |
161-18 |
161-18 |
160-30 |
|
| R1 |
161-06 |
161-06 |
160-27 |
161-12 |
| PP |
160-24 |
160-24 |
160-24 |
160-28 |
| S1 |
160-12 |
160-12 |
160-23 |
160-18 |
| S2 |
159-30 |
159-30 |
160-20 |
|
| S3 |
159-04 |
159-18 |
160-18 |
|
| S4 |
158-10 |
158-24 |
160-11 |
|
|
| 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 |
158-24 |
2-16 |
1.6% |
1-15 |
0.9% |
81% |
False |
False |
529,741 |
| 10 |
161-08 |
157-07 |
4-01 |
2.5% |
1-08 |
0.8% |
88% |
False |
False |
464,091 |
| 20 |
161-08 |
157-03 |
4-05 |
2.6% |
1-09 |
0.8% |
89% |
False |
False |
425,442 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-10 |
0.8% |
48% |
False |
False |
423,265 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
48% |
False |
False |
347,701 |
| 80 |
165-15 |
157-03 |
8-12 |
5.2% |
1-08 |
0.8% |
44% |
False |
False |
260,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-20 |
|
2.618 |
163-09 |
|
1.618 |
162-15 |
|
1.000 |
161-31 |
|
0.618 |
161-21 |
|
HIGH |
161-05 |
|
0.618 |
160-27 |
|
0.500 |
160-24 |
|
0.382 |
160-21 |
|
LOW |
160-11 |
|
0.618 |
159-27 |
|
1.000 |
159-17 |
|
1.618 |
159-01 |
|
2.618 |
158-07 |
|
4.250 |
156-28 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-25 |
160-20 |
| PP |
160-24 |
160-16 |
| S1 |
160-24 |
160-11 |
|