ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
163-19 |
164-11 |
0-24 |
0.5% |
162-23 |
| High |
164-15 |
164-31 |
0-16 |
0.3% |
164-15 |
| Low |
163-16 |
163-13 |
-0-03 |
-0.1% |
162-16 |
| Close |
164-04 |
163-17 |
-0-19 |
-0.4% |
164-04 |
| Range |
0-31 |
1-18 |
0-19 |
61.3% |
1-31 |
| ATR |
1-15 |
1-15 |
0-00 |
0.5% |
0-00 |
| Volume |
260 |
328 |
68 |
26.2% |
3,766 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-21 |
167-21 |
164-12 |
|
| R3 |
167-03 |
166-03 |
163-31 |
|
| R2 |
165-17 |
165-17 |
163-26 |
|
| R1 |
164-17 |
164-17 |
163-22 |
164-08 |
| PP |
163-31 |
163-31 |
163-31 |
163-26 |
| S1 |
162-31 |
162-31 |
163-12 |
162-22 |
| S2 |
162-13 |
162-13 |
163-08 |
|
| S3 |
160-27 |
161-13 |
163-03 |
|
| S4 |
159-09 |
159-27 |
162-22 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-19 |
168-27 |
165-07 |
|
| R3 |
167-20 |
166-28 |
164-21 |
|
| R2 |
165-21 |
165-21 |
164-16 |
|
| R1 |
164-29 |
164-29 |
164-10 |
165-09 |
| PP |
163-22 |
163-22 |
163-22 |
163-28 |
| S1 |
162-30 |
162-30 |
163-30 |
163-10 |
| S2 |
161-23 |
161-23 |
163-24 |
|
| S3 |
159-24 |
160-31 |
163-19 |
|
| S4 |
157-25 |
159-00 |
163-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-31 |
162-23 |
2-08 |
1.4% |
1-06 |
0.7% |
36% |
True |
False |
749 |
| 10 |
164-31 |
162-00 |
2-31 |
1.8% |
1-10 |
0.8% |
52% |
True |
False |
681 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-18 |
1.0% |
66% |
False |
False |
154,285 |
| 40 |
165-30 |
157-24 |
8-06 |
5.0% |
1-16 |
0.9% |
71% |
False |
False |
285,488 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-14 |
0.9% |
73% |
False |
False |
333,606 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-12 |
0.8% |
73% |
False |
False |
343,316 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
73% |
False |
False |
290,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-20 |
|
2.618 |
169-02 |
|
1.618 |
167-16 |
|
1.000 |
166-17 |
|
0.618 |
165-30 |
|
HIGH |
164-31 |
|
0.618 |
164-12 |
|
0.500 |
164-06 |
|
0.382 |
164-00 |
|
LOW |
163-13 |
|
0.618 |
162-14 |
|
1.000 |
161-27 |
|
1.618 |
160-28 |
|
2.618 |
159-10 |
|
4.250 |
156-24 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-06 |
163-27 |
| PP |
163-31 |
163-24 |
| S1 |
163-24 |
163-20 |
|