ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
162-22 |
162-16 |
-0-06 |
-0.1% |
161-21 |
| High |
162-22 |
163-30 |
1-08 |
0.8% |
163-01 |
| Low |
161-14 |
162-02 |
0-20 |
0.4% |
158-29 |
| Close |
162-00 |
163-22 |
1-22 |
1.0% |
162-28 |
| Range |
1-08 |
1-28 |
0-20 |
50.0% |
4-04 |
| ATR |
1-17 |
1-18 |
0-01 |
1.9% |
0-00 |
| Volume |
222,320 |
24,724 |
-197,596 |
-88.9% |
2,801,910 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-27 |
168-05 |
164-23 |
|
| R3 |
166-31 |
166-09 |
164-06 |
|
| R2 |
165-03 |
165-03 |
164-01 |
|
| R1 |
164-13 |
164-13 |
163-28 |
164-24 |
| PP |
163-07 |
163-07 |
163-07 |
163-13 |
| S1 |
162-17 |
162-17 |
163-16 |
162-28 |
| S2 |
161-11 |
161-11 |
163-11 |
|
| S3 |
159-15 |
160-21 |
163-06 |
|
| S4 |
157-19 |
158-25 |
162-21 |
|
|
| 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 |
163-30 |
158-29 |
5-01 |
3.1% |
1-27 |
1.1% |
95% |
True |
False |
432,436 |
| 10 |
163-30 |
158-29 |
5-01 |
3.1% |
1-18 |
1.0% |
95% |
True |
False |
470,536 |
| 20 |
164-01 |
158-29 |
5-04 |
3.1% |
1-18 |
1.0% |
93% |
False |
False |
424,118 |
| 40 |
164-01 |
157-03 |
6-30 |
4.2% |
1-14 |
0.9% |
95% |
False |
False |
425,136 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-13 |
0.9% |
86% |
False |
False |
423,337 |
| 80 |
164-24 |
157-03 |
7-21 |
4.7% |
1-10 |
0.8% |
86% |
False |
False |
362,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-29 |
|
2.618 |
168-27 |
|
1.618 |
166-31 |
|
1.000 |
165-26 |
|
0.618 |
165-03 |
|
HIGH |
163-30 |
|
0.618 |
163-07 |
|
0.500 |
163-00 |
|
0.382 |
162-25 |
|
LOW |
162-02 |
|
0.618 |
160-29 |
|
1.000 |
160-06 |
|
1.618 |
159-01 |
|
2.618 |
157-05 |
|
4.250 |
154-03 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-15 |
163-03 |
| PP |
163-07 |
162-16 |
| S1 |
163-00 |
161-29 |
|