ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-05 |
162-22 |
2-17 |
1.6% |
161-21 |
| High |
163-01 |
162-22 |
-0-11 |
-0.2% |
163-01 |
| Low |
159-28 |
161-14 |
1-18 |
1.0% |
158-29 |
| Close |
162-28 |
162-00 |
-0-28 |
-0.5% |
162-28 |
| Range |
3-05 |
1-08 |
-1-29 |
-60.4% |
4-04 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.5% |
0-00 |
| Volume |
430,158 |
222,320 |
-207,838 |
-48.3% |
2,801,910 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-25 |
165-05 |
162-22 |
|
| R3 |
164-17 |
163-29 |
162-11 |
|
| R2 |
163-09 |
163-09 |
162-07 |
|
| R1 |
162-21 |
162-21 |
162-04 |
162-11 |
| PP |
162-01 |
162-01 |
162-01 |
161-28 |
| S1 |
161-13 |
161-13 |
161-28 |
161-03 |
| S2 |
160-25 |
160-25 |
161-25 |
|
| S3 |
159-17 |
160-05 |
161-21 |
|
| S4 |
158-09 |
158-29 |
161-10 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-31 |
172-18 |
165-05 |
|
| R3 |
169-27 |
168-14 |
164-00 |
|
| R2 |
165-23 |
165-23 |
163-20 |
|
| R1 |
164-10 |
164-10 |
163-08 |
165-00 |
| PP |
161-19 |
161-19 |
161-19 |
161-31 |
| S1 |
160-06 |
160-06 |
162-16 |
160-28 |
| S2 |
157-15 |
157-15 |
162-04 |
|
| S3 |
153-11 |
156-02 |
161-24 |
|
| S4 |
149-07 |
151-30 |
160-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-01 |
158-29 |
4-04 |
2.5% |
1-26 |
1.1% |
75% |
False |
False |
604,846 |
| 10 |
163-01 |
158-29 |
4-04 |
2.5% |
1-18 |
1.0% |
75% |
False |
False |
503,487 |
| 20 |
164-01 |
158-29 |
5-04 |
3.2% |
1-17 |
0.9% |
60% |
False |
False |
443,029 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-13 |
0.9% |
71% |
False |
False |
435,079 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-13 |
0.9% |
64% |
False |
False |
428,464 |
| 80 |
164-24 |
157-03 |
7-21 |
4.7% |
1-10 |
0.8% |
64% |
False |
False |
362,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-00 |
|
2.618 |
165-31 |
|
1.618 |
164-23 |
|
1.000 |
163-30 |
|
0.618 |
163-15 |
|
HIGH |
162-22 |
|
0.618 |
162-07 |
|
0.500 |
162-02 |
|
0.382 |
161-29 |
|
LOW |
161-14 |
|
0.618 |
160-21 |
|
1.000 |
160-06 |
|
1.618 |
159-13 |
|
2.618 |
158-05 |
|
4.250 |
156-04 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-02 |
161-21 |
| PP |
162-01 |
161-10 |
| S1 |
162-01 |
160-31 |
|