ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
164-11 |
163-16 |
-0-27 |
-0.5% |
162-23 |
| High |
164-31 |
164-01 |
-0-30 |
-0.6% |
164-15 |
| Low |
163-13 |
161-29 |
-1-16 |
-0.9% |
162-16 |
| Close |
163-17 |
161-30 |
-1-19 |
-1.0% |
164-04 |
| Range |
1-18 |
2-04 |
0-18 |
36.0% |
1-31 |
| ATR |
1-15 |
1-16 |
0-02 |
3.2% |
0-00 |
| Volume |
328 |
399 |
71 |
21.6% |
3,766 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-00 |
167-19 |
163-03 |
|
| R3 |
166-28 |
165-15 |
162-17 |
|
| R2 |
164-24 |
164-24 |
162-10 |
|
| R1 |
163-11 |
163-11 |
162-04 |
163-00 |
| PP |
162-20 |
162-20 |
162-20 |
162-14 |
| S1 |
161-07 |
161-07 |
161-24 |
160-28 |
| S2 |
160-16 |
160-16 |
161-18 |
|
| S3 |
158-12 |
159-03 |
161-11 |
|
| S4 |
156-08 |
156-31 |
160-25 |
|
|
| 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 |
161-29 |
3-02 |
1.9% |
1-12 |
0.9% |
1% |
False |
True |
724 |
| 10 |
164-31 |
161-29 |
3-02 |
1.9% |
1-14 |
0.9% |
1% |
False |
True |
661 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-19 |
1.0% |
43% |
False |
False |
109,966 |
| 40 |
165-30 |
158-08 |
7-22 |
4.7% |
1-17 |
0.9% |
48% |
False |
False |
278,000 |
| 60 |
165-30 |
157-03 |
8-27 |
5.5% |
1-14 |
0.9% |
55% |
False |
False |
326,019 |
| 80 |
165-30 |
157-03 |
8-27 |
5.5% |
1-13 |
0.9% |
55% |
False |
False |
339,286 |
| 100 |
165-30 |
157-03 |
8-27 |
5.5% |
1-11 |
0.8% |
55% |
False |
False |
290,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-02 |
|
2.618 |
169-19 |
|
1.618 |
167-15 |
|
1.000 |
166-05 |
|
0.618 |
165-11 |
|
HIGH |
164-01 |
|
0.618 |
163-07 |
|
0.500 |
162-31 |
|
0.382 |
162-23 |
|
LOW |
161-29 |
|
0.618 |
160-19 |
|
1.000 |
159-25 |
|
1.618 |
158-15 |
|
2.618 |
156-11 |
|
4.250 |
152-28 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-31 |
163-14 |
| PP |
162-20 |
162-30 |
| S1 |
162-09 |
162-14 |
|