ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-13 |
159-09 |
-1-04 |
-0.7% |
161-21 |
| High |
160-17 |
160-09 |
-0-08 |
-0.2% |
162-04 |
| Low |
158-31 |
158-29 |
-0-02 |
0.0% |
159-19 |
| Close |
159-12 |
160-00 |
0-20 |
0.4% |
161-26 |
| Range |
1-18 |
1-12 |
-0-06 |
-12.0% |
2-17 |
| ATR |
1-14 |
1-13 |
0-00 |
-0.3% |
0-00 |
| Volume |
890,024 |
594,958 |
-295,066 |
-33.2% |
2,010,648 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-27 |
163-10 |
160-24 |
|
| R3 |
162-15 |
161-30 |
160-12 |
|
| R2 |
161-03 |
161-03 |
160-08 |
|
| R1 |
160-18 |
160-18 |
160-04 |
160-26 |
| PP |
159-23 |
159-23 |
159-23 |
159-28 |
| S1 |
159-06 |
159-06 |
159-28 |
159-14 |
| S2 |
158-11 |
158-11 |
159-24 |
|
| S3 |
156-31 |
157-26 |
159-20 |
|
| S4 |
155-19 |
156-14 |
159-08 |
|
|
| 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 |
158-29 |
3-07 |
2.0% |
1-13 |
0.9% |
34% |
False |
True |
650,656 |
| 10 |
162-12 |
158-29 |
3-15 |
2.2% |
1-10 |
0.8% |
32% |
False |
True |
480,084 |
| 20 |
164-01 |
158-29 |
5-04 |
3.2% |
1-15 |
0.9% |
21% |
False |
True |
473,953 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-12 |
0.9% |
42% |
False |
False |
443,833 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-12 |
0.9% |
38% |
False |
False |
427,735 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
35% |
False |
False |
353,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-04 |
|
2.618 |
163-28 |
|
1.618 |
162-16 |
|
1.000 |
161-21 |
|
0.618 |
161-04 |
|
HIGH |
160-09 |
|
0.618 |
159-24 |
|
0.500 |
159-19 |
|
0.382 |
159-14 |
|
LOW |
158-29 |
|
0.618 |
158-02 |
|
1.000 |
157-17 |
|
1.618 |
156-22 |
|
2.618 |
155-10 |
|
4.250 |
153-02 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-28 |
160-12 |
| PP |
159-23 |
160-08 |
| S1 |
159-19 |
160-04 |
|