ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
161-24 |
161-00 |
-0-24 |
-0.5% |
162-21 |
| High |
162-07 |
161-08 |
-0-31 |
-0.6% |
164-16 |
| Low |
160-27 |
159-27 |
-1-00 |
-0.6% |
160-27 |
| Close |
160-31 |
160-22 |
-0-09 |
-0.2% |
160-31 |
| Range |
1-12 |
1-13 |
0-01 |
2.3% |
3-21 |
| ATR |
1-10 |
1-10 |
0-00 |
0.5% |
0-00 |
| Volume |
499,382 |
455,643 |
-43,739 |
-8.8% |
2,270,449 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-26 |
164-05 |
161-15 |
|
| R3 |
163-13 |
162-24 |
161-02 |
|
| R2 |
162-00 |
162-00 |
160-30 |
|
| R1 |
161-11 |
161-11 |
160-26 |
160-31 |
| PP |
160-19 |
160-19 |
160-19 |
160-13 |
| S1 |
159-30 |
159-30 |
160-18 |
159-18 |
| S2 |
159-06 |
159-06 |
160-14 |
|
| S3 |
157-25 |
158-17 |
160-10 |
|
| S4 |
156-12 |
157-04 |
159-29 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-02 |
170-22 |
162-31 |
|
| R3 |
169-13 |
167-01 |
161-31 |
|
| R2 |
165-24 |
165-24 |
161-20 |
|
| R1 |
163-12 |
163-12 |
161-10 |
162-24 |
| PP |
162-03 |
162-03 |
162-03 |
161-25 |
| S1 |
159-23 |
159-23 |
160-20 |
159-02 |
| S2 |
158-14 |
158-14 |
160-10 |
|
| S3 |
154-25 |
156-02 |
159-31 |
|
| S4 |
151-04 |
152-13 |
158-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-07 |
|
2.618 |
164-30 |
|
1.618 |
163-17 |
|
1.000 |
162-21 |
|
0.618 |
162-04 |
|
HIGH |
161-08 |
|
0.618 |
160-23 |
|
0.500 |
160-18 |
|
0.382 |
160-12 |
|
LOW |
159-27 |
|
0.618 |
158-31 |
|
1.000 |
158-14 |
|
1.618 |
157-18 |
|
2.618 |
156-05 |
|
4.250 |
153-28 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-20 |
162-05 |
| PP |
160-19 |
161-21 |
| S1 |
160-18 |
161-06 |
|