ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
157-24 |
158-20 |
0-28 |
0.6% |
160-04 |
| High |
158-23 |
161-16 |
2-25 |
1.8% |
161-16 |
| Low |
157-12 |
158-10 |
0-30 |
0.6% |
157-12 |
| Close |
158-14 |
161-10 |
2-28 |
1.8% |
161-10 |
| Range |
1-11 |
3-06 |
1-27 |
137.2% |
4-04 |
| ATR |
1-11 |
1-15 |
0-04 |
9.8% |
0-00 |
| Volume |
417,665 |
332,121 |
-85,544 |
-20.5% |
1,866,730 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-30 |
168-26 |
163-02 |
|
| R3 |
166-24 |
165-20 |
162-06 |
|
| R2 |
163-18 |
163-18 |
161-29 |
|
| R1 |
162-14 |
162-14 |
161-19 |
163-00 |
| PP |
160-12 |
160-12 |
160-12 |
160-21 |
| S1 |
159-08 |
159-08 |
161-01 |
159-26 |
| S2 |
157-06 |
157-06 |
160-23 |
|
| S3 |
154-00 |
156-02 |
160-14 |
|
| S4 |
150-26 |
152-28 |
159-18 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-14 |
171-00 |
163-19 |
|
| R3 |
168-10 |
166-28 |
162-14 |
|
| R2 |
164-06 |
164-06 |
162-02 |
|
| R1 |
162-24 |
162-24 |
161-22 |
163-15 |
| PP |
160-02 |
160-02 |
160-02 |
160-14 |
| S1 |
158-20 |
158-20 |
160-30 |
159-11 |
| S2 |
155-30 |
155-30 |
160-18 |
|
| S3 |
151-26 |
154-16 |
160-06 |
|
| S4 |
147-22 |
150-12 |
159-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-02 |
|
2.618 |
169-27 |
|
1.618 |
166-21 |
|
1.000 |
164-22 |
|
0.618 |
163-15 |
|
HIGH |
161-16 |
|
0.618 |
160-09 |
|
0.500 |
159-29 |
|
0.382 |
159-17 |
|
LOW |
158-10 |
|
0.618 |
156-11 |
|
1.000 |
155-04 |
|
1.618 |
153-05 |
|
2.618 |
149-31 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-27 |
160-22 |
| PP |
160-12 |
160-02 |
| S1 |
159-29 |
159-14 |
|