ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
162-10 |
163-22 |
1-12 |
0.8% |
160-26 |
| High |
164-01 |
163-23 |
-0-10 |
-0.2% |
163-04 |
| Low |
162-09 |
161-09 |
-1-00 |
-0.6% |
159-18 |
| Close |
163-23 |
162-04 |
-1-19 |
-1.0% |
162-28 |
| Range |
1-24 |
2-14 |
0-22 |
39.3% |
3-18 |
| ATR |
1-14 |
1-16 |
0-02 |
5.0% |
0-00 |
| Volume |
446,702 |
583,472 |
136,770 |
30.6% |
2,081,097 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-22 |
168-11 |
163-15 |
|
| R3 |
167-08 |
165-29 |
162-25 |
|
| R2 |
164-26 |
164-26 |
162-18 |
|
| R1 |
163-15 |
163-15 |
162-11 |
162-30 |
| PP |
162-12 |
162-12 |
162-12 |
162-03 |
| S1 |
161-01 |
161-01 |
161-29 |
160-16 |
| S2 |
159-30 |
159-30 |
161-22 |
|
| S3 |
157-16 |
158-19 |
161-15 |
|
| S4 |
155-02 |
156-05 |
160-25 |
|
|
| 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 |
164-01 |
159-18 |
4-15 |
2.8% |
1-27 |
1.1% |
57% |
False |
False |
446,265 |
| 10 |
164-01 |
159-15 |
4-18 |
2.8% |
1-19 |
1.0% |
58% |
False |
False |
467,821 |
| 20 |
164-01 |
157-07 |
6-26 |
4.2% |
1-14 |
0.9% |
72% |
False |
False |
438,767 |
| 40 |
164-16 |
157-03 |
7-13 |
4.6% |
1-13 |
0.9% |
68% |
False |
False |
436,818 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-09 |
0.8% |
66% |
False |
False |
391,522 |
| 80 |
165-13 |
157-03 |
8-10 |
5.1% |
1-09 |
0.8% |
61% |
False |
False |
294,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-02 |
|
2.618 |
170-03 |
|
1.618 |
167-21 |
|
1.000 |
166-05 |
|
0.618 |
165-07 |
|
HIGH |
163-23 |
|
0.618 |
162-25 |
|
0.500 |
162-16 |
|
0.382 |
162-07 |
|
LOW |
161-09 |
|
0.618 |
159-25 |
|
1.000 |
158-27 |
|
1.618 |
157-11 |
|
2.618 |
154-29 |
|
4.250 |
150-30 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-16 |
162-21 |
| PP |
162-12 |
162-15 |
| S1 |
162-08 |
162-10 |
|