ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
163-23 |
162-06 |
-1-17 |
-0.9% |
162-22 |
| High |
164-11 |
163-02 |
-1-09 |
-0.8% |
165-30 |
| Low |
162-00 |
162-00 |
0-00 |
0.0% |
161-14 |
| Close |
162-12 |
162-27 |
0-15 |
0.3% |
165-23 |
| Range |
2-11 |
1-02 |
-1-09 |
-54.7% |
4-16 |
| ATR |
1-21 |
1-19 |
-0-01 |
-2.5% |
0-00 |
| Volume |
641 |
617 |
-24 |
-3.7% |
274,739 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-26 |
165-13 |
163-14 |
|
| R3 |
164-24 |
164-11 |
163-04 |
|
| R2 |
163-22 |
163-22 |
163-01 |
|
| R1 |
163-09 |
163-09 |
162-30 |
163-16 |
| PP |
162-20 |
162-20 |
162-20 |
162-24 |
| S1 |
162-07 |
162-07 |
162-24 |
162-14 |
| S2 |
161-18 |
161-18 |
162-21 |
|
| S3 |
160-16 |
161-05 |
162-18 |
|
| S4 |
159-14 |
160-03 |
162-08 |
|
|
| 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 |
162-00 |
3-30 |
2.4% |
1-22 |
1.0% |
21% |
False |
True |
1,684 |
| 10 |
165-30 |
159-28 |
6-02 |
3.7% |
1-25 |
1.1% |
49% |
False |
False |
70,899 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-18 |
0.9% |
56% |
False |
False |
275,492 |
| 40 |
165-30 |
157-07 |
8-23 |
5.4% |
1-16 |
0.9% |
65% |
False |
False |
357,129 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-15 |
0.9% |
65% |
False |
False |
383,043 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
65% |
False |
False |
362,515 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
65% |
False |
False |
290,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-18 |
|
2.618 |
165-27 |
|
1.618 |
164-25 |
|
1.000 |
164-04 |
|
0.618 |
163-23 |
|
HIGH |
163-02 |
|
0.618 |
162-21 |
|
0.500 |
162-17 |
|
0.382 |
162-13 |
|
LOW |
162-00 |
|
0.618 |
161-11 |
|
1.000 |
160-30 |
|
1.618 |
160-09 |
|
2.618 |
159-07 |
|
4.250 |
157-16 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
163-06 |
| PP |
162-20 |
163-02 |
| S1 |
162-17 |
162-30 |
|