ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-23 |
160-29 |
0-06 |
0.1% |
161-21 |
| High |
161-05 |
162-04 |
0-31 |
0.6% |
162-04 |
| Low |
160-13 |
160-16 |
0-03 |
0.1% |
159-19 |
| Close |
160-30 |
161-26 |
0-28 |
0.5% |
161-26 |
| Range |
0-24 |
1-20 |
0-28 |
116.7% |
2-17 |
| ATR |
1-12 |
1-13 |
0-01 |
1.3% |
0-00 |
| Volume |
356,036 |
525,495 |
169,459 |
47.6% |
2,010,648 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-11 |
165-23 |
162-23 |
|
| R3 |
164-23 |
164-03 |
162-08 |
|
| R2 |
163-03 |
163-03 |
162-04 |
|
| R1 |
162-15 |
162-15 |
161-31 |
162-25 |
| PP |
161-15 |
161-15 |
161-15 |
161-20 |
| S1 |
160-27 |
160-27 |
161-21 |
161-05 |
| S2 |
159-27 |
159-27 |
161-16 |
|
| S3 |
158-07 |
159-07 |
161-12 |
|
| S4 |
156-19 |
157-19 |
160-29 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-25 |
167-26 |
163-07 |
|
| R3 |
166-08 |
165-09 |
162-16 |
|
| R2 |
163-23 |
163-23 |
162-09 |
|
| R1 |
162-24 |
162-24 |
162-01 |
163-08 |
| PP |
161-06 |
161-06 |
161-06 |
161-13 |
| S1 |
160-07 |
160-07 |
161-19 |
160-22 |
| S2 |
158-21 |
158-21 |
161-11 |
|
| S3 |
156-04 |
157-22 |
161-04 |
|
| S4 |
153-19 |
155-05 |
160-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-04 |
159-19 |
2-17 |
1.6% |
1-11 |
0.8% |
88% |
True |
False |
402,129 |
| 10 |
164-01 |
159-19 |
4-14 |
2.7% |
1-11 |
0.8% |
50% |
False |
False |
375,525 |
| 20 |
164-01 |
157-24 |
6-09 |
3.9% |
1-14 |
0.9% |
65% |
False |
False |
416,691 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-12 |
0.8% |
68% |
False |
False |
423,267 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-11 |
0.8% |
62% |
False |
False |
406,327 |
| 80 |
165-13 |
157-03 |
8-10 |
5.1% |
1-09 |
0.8% |
57% |
False |
False |
324,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-01 |
|
2.618 |
166-12 |
|
1.618 |
164-24 |
|
1.000 |
163-24 |
|
0.618 |
163-04 |
|
HIGH |
162-04 |
|
0.618 |
161-16 |
|
0.500 |
161-10 |
|
0.382 |
161-04 |
|
LOW |
160-16 |
|
0.618 |
159-16 |
|
1.000 |
158-28 |
|
1.618 |
157-28 |
|
2.618 |
156-08 |
|
4.250 |
153-19 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-21 |
161-16 |
| PP |
161-15 |
161-06 |
| S1 |
161-10 |
160-28 |
|