ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
157-02 |
157-09 |
0-07 |
0.1% |
157-10 |
| High |
157-20 |
159-18 |
1-30 |
1.2% |
158-05 |
| Low |
156-23 |
157-06 |
0-15 |
0.3% |
155-23 |
| Close |
157-13 |
159-13 |
2-00 |
1.3% |
156-23 |
| Range |
0-29 |
2-12 |
1-15 |
162.1% |
2-14 |
| ATR |
1-01 |
1-04 |
0-03 |
9.5% |
0-00 |
| Volume |
58 |
401 |
343 |
591.4% |
70 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
165-00 |
160-23 |
|
| R3 |
163-15 |
162-20 |
160-02 |
|
| R2 |
161-03 |
161-03 |
159-27 |
|
| R1 |
160-08 |
160-08 |
159-20 |
160-22 |
| PP |
158-23 |
158-23 |
158-23 |
158-30 |
| S1 |
157-28 |
157-28 |
159-06 |
158-10 |
| S2 |
156-11 |
156-11 |
158-31 |
|
| S3 |
153-31 |
155-16 |
158-24 |
|
| S4 |
151-19 |
153-04 |
158-03 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-06 |
162-28 |
158-02 |
|
| R3 |
161-24 |
160-14 |
157-12 |
|
| R2 |
159-10 |
159-10 |
157-05 |
|
| R1 |
158-00 |
158-00 |
156-30 |
157-14 |
| PP |
156-28 |
156-28 |
156-28 |
156-18 |
| S1 |
155-18 |
155-18 |
156-16 |
155-00 |
| S2 |
154-14 |
154-14 |
156-09 |
|
| S3 |
152-00 |
153-04 |
156-02 |
|
| S4 |
149-18 |
150-22 |
155-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-21 |
|
2.618 |
165-25 |
|
1.618 |
163-13 |
|
1.000 |
161-30 |
|
0.618 |
161-01 |
|
HIGH |
159-18 |
|
0.618 |
158-21 |
|
0.500 |
158-12 |
|
0.382 |
158-03 |
|
LOW |
157-06 |
|
0.618 |
155-23 |
|
1.000 |
154-26 |
|
1.618 |
153-11 |
|
2.618 |
150-31 |
|
4.250 |
147-03 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-02 |
158-29 |
| PP |
158-23 |
158-13 |
| S1 |
158-12 |
157-29 |
|