ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-19 |
160-21 |
0-02 |
0.0% |
158-19 |
| High |
161-05 |
161-14 |
0-09 |
0.2% |
161-08 |
| Low |
160-11 |
159-18 |
-0-25 |
-0.5% |
157-24 |
| Close |
160-25 |
160-15 |
-0-10 |
-0.2% |
160-27 |
| Range |
0-26 |
1-28 |
1-02 |
130.8% |
3-16 |
| ATR |
1-10 |
1-11 |
0-01 |
3.2% |
0-00 |
| Volume |
357,737 |
415,256 |
57,519 |
16.1% |
2,497,480 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-04 |
165-05 |
161-16 |
|
| R3 |
164-08 |
163-09 |
161-00 |
|
| R2 |
162-12 |
162-12 |
160-26 |
|
| R1 |
161-13 |
161-13 |
160-20 |
160-30 |
| PP |
160-16 |
160-16 |
160-16 |
160-08 |
| S1 |
159-17 |
159-17 |
160-10 |
159-02 |
| S2 |
158-20 |
158-20 |
160-04 |
|
| S3 |
156-24 |
157-21 |
159-30 |
|
| S4 |
154-28 |
155-25 |
159-14 |
|
|
| 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 |
161-14 |
159-15 |
1-31 |
1.2% |
1-11 |
0.8% |
51% |
True |
False |
489,378 |
| 10 |
161-14 |
157-07 |
4-07 |
2.6% |
1-12 |
0.8% |
77% |
True |
False |
455,682 |
| 20 |
161-14 |
157-03 |
4-11 |
2.7% |
1-09 |
0.8% |
78% |
True |
False |
422,015 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-11 |
0.8% |
44% |
False |
False |
425,707 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-08 |
0.8% |
44% |
False |
False |
354,578 |
| 80 |
165-15 |
157-03 |
8-12 |
5.2% |
1-08 |
0.8% |
40% |
False |
False |
266,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-13 |
|
2.618 |
166-11 |
|
1.618 |
164-15 |
|
1.000 |
163-10 |
|
0.618 |
162-19 |
|
HIGH |
161-14 |
|
0.618 |
160-23 |
|
0.500 |
160-16 |
|
0.382 |
160-09 |
|
LOW |
159-18 |
|
0.618 |
158-13 |
|
1.000 |
157-22 |
|
1.618 |
156-17 |
|
2.618 |
154-21 |
|
4.250 |
151-19 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-16 |
160-16 |
| PP |
160-16 |
160-16 |
| S1 |
160-15 |
160-15 |
|