ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
163-22 |
162-05 |
-1-17 |
-0.9% |
160-26 |
| High |
163-23 |
162-12 |
-1-11 |
-0.8% |
163-04 |
| Low |
161-09 |
161-21 |
0-12 |
0.2% |
159-18 |
| Close |
162-04 |
161-25 |
-0-11 |
-0.2% |
162-28 |
| Range |
2-14 |
0-23 |
-1-23 |
-70.5% |
3-18 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.7% |
0-00 |
| Volume |
583,472 |
92,382 |
-491,090 |
-84.2% |
2,081,097 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-03 |
163-21 |
162-06 |
|
| R3 |
163-12 |
162-30 |
161-31 |
|
| R2 |
162-21 |
162-21 |
161-29 |
|
| R1 |
162-07 |
162-07 |
161-27 |
162-02 |
| PP |
161-30 |
161-30 |
161-30 |
161-28 |
| S1 |
161-16 |
161-16 |
161-23 |
161-12 |
| S2 |
161-07 |
161-07 |
161-21 |
|
| S3 |
160-16 |
160-25 |
161-19 |
|
| S4 |
159-25 |
160-02 |
161-12 |
|
|
| 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 |
160-22 |
3-11 |
2.1% |
1-19 |
1.0% |
33% |
False |
False |
380,587 |
| 10 |
164-01 |
159-15 |
4-18 |
2.8% |
1-18 |
1.0% |
51% |
False |
False |
418,704 |
| 20 |
164-01 |
157-07 |
6-26 |
4.2% |
1-13 |
0.9% |
67% |
False |
False |
425,537 |
| 40 |
164-16 |
157-03 |
7-13 |
4.6% |
1-13 |
0.9% |
63% |
False |
False |
430,968 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-09 |
0.8% |
61% |
False |
False |
392,800 |
| 80 |
165-13 |
157-03 |
8-10 |
5.1% |
1-08 |
0.8% |
56% |
False |
False |
295,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-14 |
|
2.618 |
164-08 |
|
1.618 |
163-17 |
|
1.000 |
163-03 |
|
0.618 |
162-26 |
|
HIGH |
162-12 |
|
0.618 |
162-03 |
|
0.500 |
162-00 |
|
0.382 |
161-30 |
|
LOW |
161-21 |
|
0.618 |
161-07 |
|
1.000 |
160-30 |
|
1.618 |
160-16 |
|
2.618 |
159-25 |
|
4.250 |
158-19 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-00 |
162-21 |
| PP |
161-30 |
162-12 |
| S1 |
161-28 |
162-02 |
|