ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
160-29 |
161-28 |
0-31 |
0.6% |
160-04 |
| High |
162-12 |
163-01 |
0-21 |
0.4% |
161-16 |
| Low |
160-14 |
161-01 |
0-19 |
0.4% |
157-12 |
| Close |
162-04 |
162-12 |
0-08 |
0.2% |
161-10 |
| Range |
1-30 |
2-00 |
0-02 |
3.2% |
4-04 |
| ATR |
1-16 |
1-17 |
0-01 |
2.3% |
0-00 |
| Volume |
680,977 |
472,050 |
-208,927 |
-30.7% |
1,866,730 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-05 |
167-08 |
163-15 |
|
| R3 |
166-05 |
165-08 |
162-30 |
|
| R2 |
164-05 |
164-05 |
162-24 |
|
| R1 |
163-08 |
163-08 |
162-18 |
163-22 |
| PP |
162-05 |
162-05 |
162-05 |
162-12 |
| S1 |
161-08 |
161-08 |
162-06 |
161-22 |
| S2 |
160-05 |
160-05 |
162-00 |
|
| S3 |
158-05 |
159-08 |
161-26 |
|
| S4 |
156-05 |
157-08 |
161-09 |
|
|
| 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 |
171-17 |
|
2.618 |
168-09 |
|
1.618 |
166-09 |
|
1.000 |
165-01 |
|
0.618 |
164-09 |
|
HIGH |
163-01 |
|
0.618 |
162-09 |
|
0.500 |
162-01 |
|
0.382 |
161-25 |
|
LOW |
161-01 |
|
0.618 |
159-25 |
|
1.000 |
159-01 |
|
1.618 |
157-25 |
|
2.618 |
155-25 |
|
4.250 |
152-17 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-08 |
162-02 |
| PP |
162-05 |
161-24 |
| S1 |
162-01 |
161-14 |
|