ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
159-27 |
160-23 |
0-28 |
0.5% |
162-21 |
| High |
160-30 |
161-05 |
0-07 |
0.1% |
164-01 |
| Low |
159-19 |
160-13 |
0-26 |
0.5% |
161-06 |
| Close |
160-14 |
160-30 |
0-16 |
0.3% |
161-12 |
| Range |
1-11 |
0-24 |
-0-19 |
-44.2% |
2-27 |
| ATR |
1-14 |
1-12 |
-0-02 |
-3.4% |
0-00 |
| Volume |
398,244 |
356,036 |
-42,208 |
-10.6% |
1,744,611 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-03 |
162-24 |
161-11 |
|
| R3 |
162-11 |
162-00 |
161-05 |
|
| R2 |
161-19 |
161-19 |
161-02 |
|
| R1 |
161-08 |
161-08 |
161-00 |
161-14 |
| PP |
160-27 |
160-27 |
160-27 |
160-29 |
| S1 |
160-16 |
160-16 |
160-28 |
160-22 |
| S2 |
160-03 |
160-03 |
160-26 |
|
| S3 |
159-11 |
159-24 |
160-23 |
|
| S4 |
158-19 |
159-00 |
160-17 |
|
|
| 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 |
162-08 |
159-19 |
2-21 |
1.7% |
1-08 |
0.8% |
51% |
False |
False |
362,243 |
| 10 |
164-01 |
159-19 |
4-14 |
2.8% |
1-13 |
0.9% |
30% |
False |
False |
371,415 |
| 20 |
164-01 |
157-08 |
6-25 |
4.2% |
1-14 |
0.9% |
54% |
False |
False |
410,823 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-12 |
0.8% |
55% |
False |
False |
422,614 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-10 |
0.8% |
50% |
False |
False |
407,074 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
46% |
False |
False |
317,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-11 |
|
2.618 |
163-04 |
|
1.618 |
162-12 |
|
1.000 |
161-29 |
|
0.618 |
161-20 |
|
HIGH |
161-05 |
|
0.618 |
160-28 |
|
0.500 |
160-25 |
|
0.382 |
160-22 |
|
LOW |
160-13 |
|
0.618 |
159-30 |
|
1.000 |
159-21 |
|
1.618 |
159-06 |
|
2.618 |
158-14 |
|
4.250 |
157-07 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-28 |
160-24 |
| PP |
160-27 |
160-18 |
| S1 |
160-25 |
160-12 |
|