ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
158-07 |
159-13 |
1-06 |
0.8% |
159-00 |
| High |
159-28 |
161-17 |
1-21 |
1.0% |
161-17 |
| Low |
158-01 |
159-04 |
1-03 |
0.7% |
158-01 |
| Close |
159-19 |
161-10 |
1-23 |
1.1% |
161-10 |
| Range |
1-27 |
2-13 |
0-18 |
30.5% |
3-16 |
| ATR |
1-07 |
1-10 |
0-03 |
6.9% |
0-00 |
| Volume |
813 |
1,151 |
338 |
41.6% |
4,274 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-28 |
167-00 |
162-20 |
|
| R3 |
165-15 |
164-19 |
161-31 |
|
| R2 |
163-02 |
163-02 |
161-24 |
|
| R1 |
162-06 |
162-06 |
161-17 |
162-20 |
| PP |
160-21 |
160-21 |
160-21 |
160-28 |
| S1 |
159-25 |
159-25 |
161-03 |
160-07 |
| S2 |
158-08 |
158-08 |
160-28 |
|
| S3 |
155-27 |
157-12 |
160-21 |
|
| S4 |
153-14 |
154-31 |
160-00 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-25 |
169-18 |
163-08 |
|
| R3 |
167-09 |
166-02 |
162-09 |
|
| R2 |
163-25 |
163-25 |
161-31 |
|
| R1 |
162-18 |
162-18 |
161-20 |
163-06 |
| PP |
160-09 |
160-09 |
160-09 |
160-19 |
| S1 |
159-02 |
159-02 |
161-00 |
159-22 |
| S2 |
156-25 |
156-25 |
160-21 |
|
| S3 |
153-09 |
155-18 |
160-11 |
|
| S4 |
149-25 |
152-02 |
159-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-24 |
|
2.618 |
167-27 |
|
1.618 |
165-14 |
|
1.000 |
163-30 |
|
0.618 |
163-01 |
|
HIGH |
161-17 |
|
0.618 |
160-20 |
|
0.500 |
160-10 |
|
0.382 |
160-01 |
|
LOW |
159-04 |
|
0.618 |
157-20 |
|
1.000 |
156-23 |
|
1.618 |
155-07 |
|
2.618 |
152-26 |
|
4.250 |
148-29 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-00 |
160-26 |
| PP |
160-21 |
160-09 |
| S1 |
160-10 |
159-25 |
|