ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
161-01 |
162-21 |
1-20 |
1.0% |
160-26 |
| High |
163-04 |
162-25 |
-0-11 |
-0.2% |
163-04 |
| Low |
160-22 |
162-04 |
1-14 |
0.9% |
159-18 |
| Close |
162-28 |
162-09 |
-0-19 |
-0.4% |
162-28 |
| Range |
2-14 |
0-21 |
-1-25 |
-73.1% |
3-18 |
| ATR |
1-15 |
1-13 |
-0-02 |
-3.5% |
0-00 |
| Volume |
484,390 |
295,989 |
-188,401 |
-38.9% |
2,081,097 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-12 |
163-31 |
162-21 |
|
| R3 |
163-23 |
163-10 |
162-15 |
|
| R2 |
163-02 |
163-02 |
162-13 |
|
| R1 |
162-21 |
162-21 |
162-11 |
162-17 |
| PP |
162-13 |
162-13 |
162-13 |
162-10 |
| S1 |
162-00 |
162-00 |
162-07 |
161-28 |
| S2 |
161-24 |
161-24 |
162-05 |
|
| S3 |
161-03 |
161-11 |
162-03 |
|
| S4 |
160-14 |
160-22 |
161-29 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-17 |
171-09 |
164-27 |
|
| R3 |
168-31 |
167-23 |
163-27 |
|
| R2 |
165-13 |
165-13 |
163-17 |
|
| R1 |
164-05 |
164-05 |
163-06 |
164-25 |
| PP |
161-27 |
161-27 |
161-27 |
162-06 |
| S1 |
160-19 |
160-19 |
162-18 |
161-07 |
| S2 |
158-09 |
158-09 |
162-07 |
|
| S3 |
154-23 |
157-01 |
161-29 |
|
| S4 |
151-05 |
153-15 |
160-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-04 |
159-18 |
3-18 |
2.2% |
1-17 |
1.0% |
76% |
False |
False |
394,829 |
| 10 |
163-04 |
158-08 |
4-28 |
3.0% |
1-17 |
0.9% |
83% |
False |
False |
457,465 |
| 20 |
163-04 |
157-07 |
5-29 |
3.6% |
1-12 |
0.9% |
86% |
False |
False |
433,065 |
| 40 |
164-24 |
157-03 |
7-21 |
4.7% |
1-13 |
0.9% |
68% |
False |
False |
432,350 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-08 |
0.8% |
68% |
False |
False |
374,498 |
| 80 |
165-15 |
157-03 |
8-12 |
5.2% |
1-09 |
0.8% |
62% |
False |
False |
281,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-18 |
|
2.618 |
164-16 |
|
1.618 |
163-27 |
|
1.000 |
163-14 |
|
0.618 |
163-06 |
|
HIGH |
162-25 |
|
0.618 |
162-17 |
|
0.500 |
162-14 |
|
0.382 |
162-12 |
|
LOW |
162-04 |
|
0.618 |
161-23 |
|
1.000 |
161-15 |
|
1.618 |
161-02 |
|
2.618 |
160-13 |
|
4.250 |
159-11 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-14 |
161-31 |
| PP |
162-13 |
161-21 |
| S1 |
162-11 |
161-11 |
|