ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 160-21 159-21 -1-00 -0.6% 158-19
High 161-14 161-16 0-02 0.0% 161-08
Low 159-18 159-18 0-00 0.0% 157-24
Close 160-15 161-05 0-22 0.4% 160-27
Range 1-28 1-30 0-02 3.3% 3-16
ATR 1-11 1-12 0-01 3.2% 0-00
Volume 415,256 420,773 5,517 1.3% 2,497,480
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 166-18 165-25 162-07
R3 164-20 163-27 161-22
R2 162-22 162-22 161-16
R1 161-29 161-29 161-11 162-10
PP 160-24 160-24 160-24 160-30
S1 159-31 159-31 160-31 160-12
S2 158-26 158-26 160-26
S3 156-28 158-01 160-20
S4 154-30 156-03 160-03
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
5 161-16 159-15 2-01 1.3% 1-16 0.9% 83% True False 456,821
10 161-16 157-08 4-08 2.6% 1-15 0.9% 92% True False 450,231
20 161-16 157-03 4-13 2.7% 1-10 0.8% 92% True False 425,095
40 164-24 157-03 7-21 4.8% 1-12 0.8% 53% False False 425,529
60 164-24 157-03 7-21 4.8% 1-08 0.8% 53% False False 361,562
80 165-15 157-03 8-12 5.2% 1-08 0.8% 49% False False 271,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 169-24
2.618 166-18
1.618 164-20
1.000 163-14
0.618 162-22
HIGH 161-16
0.618 160-24
0.500 160-17
0.382 160-10
LOW 159-18
0.618 158-12
1.000 157-20
1.618 156-14
2.618 154-16
4.250 151-10
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 160-30 160-30
PP 160-24 160-24
S1 160-17 160-17

These figures are updated between 7pm and 10pm EST after a trading day.

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