ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
165-17 |
164-05 |
-1-12 |
-0.8% |
162-22 |
| High |
165-17 |
164-09 |
-1-08 |
-0.8% |
165-30 |
| Low |
163-29 |
163-10 |
-0-19 |
-0.4% |
161-14 |
| Close |
164-03 |
163-15 |
-0-20 |
-0.4% |
165-23 |
| Range |
1-20 |
0-31 |
-0-21 |
-40.4% |
4-16 |
| ATR |
1-20 |
1-19 |
-0-02 |
-2.9% |
0-00 |
| Volume |
2,238 |
605 |
-1,633 |
-73.0% |
274,739 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-19 |
166-00 |
164-00 |
|
| R3 |
165-20 |
165-01 |
163-24 |
|
| R2 |
164-21 |
164-21 |
163-21 |
|
| R1 |
164-02 |
164-02 |
163-18 |
163-28 |
| PP |
163-22 |
163-22 |
163-22 |
163-19 |
| S1 |
163-03 |
163-03 |
163-12 |
162-29 |
| S2 |
162-23 |
162-23 |
163-09 |
|
| S3 |
161-24 |
162-04 |
163-06 |
|
| S4 |
160-25 |
161-05 |
162-30 |
|
|
| 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 |
162-20 |
3-10 |
2.0% |
1-20 |
1.0% |
25% |
False |
False |
6,107 |
| 10 |
165-30 |
158-29 |
7-01 |
4.3% |
1-23 |
1.1% |
65% |
False |
False |
219,272 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-19 |
1.0% |
65% |
False |
False |
326,938 |
| 40 |
165-30 |
157-07 |
8-23 |
5.3% |
1-16 |
0.9% |
72% |
False |
False |
380,001 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-15 |
0.9% |
72% |
False |
False |
397,212 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
72% |
False |
False |
362,608 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
72% |
False |
False |
290,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-13 |
|
2.618 |
166-26 |
|
1.618 |
165-27 |
|
1.000 |
165-08 |
|
0.618 |
164-28 |
|
HIGH |
164-09 |
|
0.618 |
163-29 |
|
0.500 |
163-26 |
|
0.382 |
163-22 |
|
LOW |
163-10 |
|
0.618 |
162-23 |
|
1.000 |
162-11 |
|
1.618 |
161-24 |
|
2.618 |
160-25 |
|
4.250 |
159-06 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
164-20 |
| PP |
163-22 |
164-08 |
| S1 |
163-18 |
163-27 |
|