ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
162-16 |
163-15 |
0-31 |
0.6% |
161-21 |
| High |
163-30 |
164-19 |
0-21 |
0.4% |
163-01 |
| Low |
162-02 |
162-20 |
0-18 |
0.3% |
158-29 |
| Close |
163-22 |
163-30 |
0-08 |
0.2% |
162-28 |
| Range |
1-28 |
1-31 |
0-03 |
5.0% |
4-04 |
| ATR |
1-18 |
1-19 |
0-01 |
1.8% |
0-00 |
| Volume |
24,724 |
10,955 |
-13,769 |
-55.7% |
2,801,910 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-20 |
168-24 |
165-01 |
|
| R3 |
167-21 |
166-25 |
164-15 |
|
| R2 |
165-22 |
165-22 |
164-10 |
|
| R1 |
164-26 |
164-26 |
164-04 |
165-08 |
| PP |
163-23 |
163-23 |
163-23 |
163-30 |
| S1 |
162-27 |
162-27 |
163-24 |
163-09 |
| S2 |
161-24 |
161-24 |
163-18 |
|
| S3 |
159-25 |
160-28 |
163-13 |
|
| S4 |
157-26 |
158-29 |
162-27 |
|
|
| 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 |
164-19 |
158-29 |
5-22 |
3.5% |
1-30 |
1.2% |
88% |
True |
False |
256,623 |
| 10 |
164-19 |
158-29 |
5-22 |
3.5% |
1-21 |
1.0% |
88% |
True |
False |
433,968 |
| 20 |
164-19 |
158-29 |
5-22 |
3.5% |
1-20 |
1.0% |
88% |
True |
False |
406,779 |
| 40 |
164-19 |
157-03 |
7-16 |
4.6% |
1-14 |
0.9% |
91% |
True |
False |
416,110 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-14 |
0.9% |
89% |
False |
False |
417,769 |
| 80 |
164-24 |
157-03 |
7-21 |
4.7% |
1-10 |
0.8% |
89% |
False |
False |
362,470 |
| 100 |
165-15 |
157-03 |
8-12 |
5.1% |
1-10 |
0.8% |
82% |
False |
False |
290,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-31 |
|
2.618 |
169-24 |
|
1.618 |
167-25 |
|
1.000 |
166-18 |
|
0.618 |
165-26 |
|
HIGH |
164-19 |
|
0.618 |
163-27 |
|
0.500 |
163-20 |
|
0.382 |
163-12 |
|
LOW |
162-20 |
|
0.618 |
161-13 |
|
1.000 |
160-21 |
|
1.618 |
159-14 |
|
2.618 |
157-15 |
|
4.250 |
154-08 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
163-20 |
| PP |
163-23 |
163-10 |
| S1 |
163-20 |
163-00 |
|