ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
162-05 |
161-24 |
-0-13 |
-0.3% |
162-21 |
| High |
162-12 |
162-08 |
-0-04 |
-0.1% |
164-01 |
| Low |
161-21 |
161-06 |
-0-15 |
-0.3% |
161-06 |
| Close |
161-25 |
161-12 |
-0-13 |
-0.3% |
161-12 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
2-27 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.9% |
0-00 |
| Volume |
92,382 |
326,066 |
233,684 |
253.0% |
1,744,611 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-25 |
164-05 |
161-31 |
|
| R3 |
163-23 |
163-03 |
161-21 |
|
| R2 |
162-21 |
162-21 |
161-18 |
|
| R1 |
162-01 |
162-01 |
161-15 |
161-26 |
| PP |
161-19 |
161-19 |
161-19 |
161-16 |
| S1 |
160-31 |
160-31 |
161-09 |
160-24 |
| S2 |
160-17 |
160-17 |
161-06 |
|
| S3 |
159-15 |
159-29 |
161-03 |
|
| S4 |
158-13 |
158-27 |
160-25 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-23 |
168-29 |
162-30 |
|
| R3 |
167-28 |
166-02 |
162-05 |
|
| R2 |
165-01 |
165-01 |
161-29 |
|
| R1 |
163-07 |
163-07 |
161-20 |
162-22 |
| PP |
162-06 |
162-06 |
162-06 |
161-30 |
| S1 |
160-12 |
160-12 |
161-04 |
159-28 |
| S2 |
159-11 |
159-11 |
160-27 |
|
| S3 |
156-16 |
157-17 |
160-19 |
|
| S4 |
153-21 |
154-22 |
159-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-01 |
161-06 |
2-27 |
1.8% |
1-10 |
0.8% |
7% |
False |
True |
348,922 |
| 10 |
164-01 |
159-18 |
4-15 |
2.8% |
1-16 |
0.9% |
41% |
False |
False |
382,570 |
| 20 |
164-01 |
157-07 |
6-26 |
4.2% |
1-13 |
0.9% |
61% |
False |
False |
425,430 |
| 40 |
164-16 |
157-03 |
7-13 |
4.6% |
1-13 |
0.9% |
58% |
False |
False |
429,762 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-09 |
0.8% |
56% |
False |
False |
398,058 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-08 |
0.8% |
52% |
False |
False |
299,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-24 |
|
2.618 |
165-01 |
|
1.618 |
163-31 |
|
1.000 |
163-10 |
|
0.618 |
162-29 |
|
HIGH |
162-08 |
|
0.618 |
161-27 |
|
0.500 |
161-23 |
|
0.382 |
161-19 |
|
LOW |
161-06 |
|
0.618 |
160-17 |
|
1.000 |
160-04 |
|
1.618 |
159-15 |
|
2.618 |
158-13 |
|
4.250 |
156-22 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-23 |
162-14 |
| PP |
161-19 |
162-03 |
| S1 |
161-16 |
161-24 |
|