ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
164-13 |
163-26 |
-0-19 |
-0.4% |
162-22 |
| High |
164-21 |
165-30 |
1-09 |
0.8% |
165-30 |
| Low |
163-19 |
163-15 |
-0-04 |
-0.1% |
161-14 |
| Close |
163-29 |
165-23 |
1-26 |
1.1% |
165-23 |
| Range |
1-02 |
2-15 |
1-13 |
132.4% |
4-16 |
| ATR |
1-18 |
1-20 |
0-02 |
4.2% |
0-00 |
| Volume |
12,419 |
4,321 |
-8,098 |
-65.2% |
274,739 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-14 |
171-18 |
167-02 |
|
| R3 |
169-31 |
169-03 |
166-13 |
|
| R2 |
167-16 |
167-16 |
166-05 |
|
| R1 |
166-20 |
166-20 |
165-30 |
167-02 |
| PP |
165-01 |
165-01 |
165-01 |
165-08 |
| S1 |
164-05 |
164-05 |
165-16 |
164-19 |
| S2 |
162-18 |
162-18 |
165-09 |
|
| S3 |
160-03 |
161-22 |
165-01 |
|
| S4 |
157-20 |
159-07 |
164-12 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-28 |
176-09 |
168-06 |
|
| R3 |
173-12 |
171-25 |
166-31 |
|
| R2 |
168-28 |
168-28 |
166-17 |
|
| R1 |
167-09 |
167-09 |
166-04 |
168-02 |
| PP |
164-12 |
164-12 |
164-12 |
164-24 |
| S1 |
162-25 |
162-25 |
165-10 |
163-18 |
| S2 |
159-28 |
159-28 |
164-29 |
|
| S3 |
155-12 |
158-09 |
164-15 |
|
| S4 |
150-28 |
153-25 |
163-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-30 |
161-14 |
4-16 |
2.7% |
1-23 |
1.0% |
95% |
True |
False |
54,947 |
| 10 |
165-30 |
158-29 |
7-01 |
4.2% |
1-26 |
1.1% |
97% |
True |
False |
360,214 |
| 20 |
165-30 |
158-29 |
7-01 |
4.2% |
1-20 |
1.0% |
97% |
True |
False |
365,814 |
| 40 |
165-30 |
157-03 |
8-27 |
5.3% |
1-15 |
0.9% |
98% |
True |
False |
395,455 |
| 60 |
165-30 |
157-03 |
8-27 |
5.3% |
1-14 |
0.9% |
98% |
True |
False |
405,624 |
| 80 |
165-30 |
157-03 |
8-27 |
5.3% |
1-11 |
0.8% |
98% |
True |
False |
362,625 |
| 100 |
165-30 |
157-03 |
8-27 |
5.3% |
1-10 |
0.8% |
98% |
True |
False |
290,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-14 |
|
2.618 |
172-13 |
|
1.618 |
169-30 |
|
1.000 |
168-13 |
|
0.618 |
167-15 |
|
HIGH |
165-30 |
|
0.618 |
165-00 |
|
0.500 |
164-22 |
|
0.382 |
164-13 |
|
LOW |
163-15 |
|
0.618 |
161-30 |
|
1.000 |
161-00 |
|
1.618 |
159-15 |
|
2.618 |
157-00 |
|
4.250 |
152-31 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
165-12 |
165-08 |
| PP |
165-01 |
164-24 |
| S1 |
164-22 |
164-09 |
|