ECBOT 30 Year Treasury Bond Future December 2021
Trading Metrics calculated at close of trading on 09-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
162-21 |
162-10 |
-0-11 |
-0.2% |
160-26 |
High |
162-25 |
164-01 |
1-08 |
0.8% |
163-04 |
Low |
162-04 |
162-09 |
0-05 |
0.1% |
159-18 |
Close |
162-09 |
163-23 |
1-14 |
0.9% |
162-28 |
Range |
0-21 |
1-24 |
1-03 |
166.7% |
3-18 |
ATR |
1-13 |
1-14 |
0-01 |
1.7% |
0-00 |
Volume |
295,989 |
446,702 |
150,713 |
50.9% |
2,081,097 |
|
Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-19 |
167-29 |
164-22 |
|
R3 |
166-27 |
166-05 |
164-06 |
|
R2 |
165-03 |
165-03 |
164-01 |
|
R1 |
164-13 |
164-13 |
163-28 |
164-24 |
PP |
163-11 |
163-11 |
163-11 |
163-16 |
S1 |
162-21 |
162-21 |
163-18 |
163-00 |
S2 |
161-19 |
161-19 |
163-13 |
|
S3 |
159-27 |
160-29 |
163-08 |
|
S4 |
158-03 |
159-05 |
162-24 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-17 |
171-09 |
164-27 |
|
R3 |
168-31 |
167-23 |
163-27 |
|
R2 |
165-13 |
165-13 |
163-17 |
|
R1 |
164-05 |
164-05 |
163-06 |
164-25 |
PP |
161-27 |
161-27 |
161-27 |
162-06 |
S1 |
160-19 |
160-19 |
162-18 |
161-07 |
S2 |
158-09 |
158-09 |
162-07 |
|
S3 |
154-23 |
157-01 |
161-29 |
|
S4 |
151-05 |
153-15 |
160-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164-01 |
159-18 |
4-15 |
2.7% |
1-23 |
1.1% |
93% |
True |
False |
412,622 |
10 |
164-01 |
158-24 |
5-09 |
3.2% |
1-19 |
1.0% |
94% |
True |
False |
471,181 |
20 |
164-01 |
157-07 |
6-26 |
4.2% |
1-13 |
0.9% |
95% |
True |
False |
435,539 |
40 |
164-24 |
157-03 |
7-21 |
4.7% |
1-12 |
0.8% |
87% |
False |
False |
431,200 |
60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-09 |
0.8% |
87% |
False |
False |
381,865 |
80 |
165-15 |
157-03 |
8-12 |
5.1% |
1-09 |
0.8% |
79% |
False |
False |
286,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-15 |
2.618 |
168-20 |
1.618 |
166-28 |
1.000 |
165-25 |
0.618 |
165-04 |
HIGH |
164-01 |
0.618 |
163-12 |
0.500 |
163-05 |
0.382 |
162-30 |
LOW |
162-09 |
0.618 |
161-06 |
1.000 |
160-17 |
1.618 |
159-14 |
2.618 |
157-22 |
4.250 |
154-27 |
|
|
Fisher Pivots for day following 09-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
163-17 |
163-08 |
PP |
163-11 |
162-26 |
S1 |
163-05 |
162-12 |
|