ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-18 |
159-31 |
0-13 |
0.3% |
161-00 |
| High |
160-03 |
160-15 |
0-12 |
0.2% |
161-08 |
| Low |
158-26 |
159-18 |
0-24 |
0.5% |
158-22 |
| Close |
159-07 |
160-11 |
1-04 |
0.7% |
160-11 |
| Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
2-18 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.6% |
0-00 |
| Volume |
533,500 |
469,125 |
-64,375 |
-12.1% |
2,551,736 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-27 |
162-16 |
160-27 |
|
| R3 |
161-30 |
161-19 |
160-19 |
|
| R2 |
161-01 |
161-01 |
160-16 |
|
| R1 |
160-22 |
160-22 |
160-14 |
160-28 |
| PP |
160-04 |
160-04 |
160-04 |
160-07 |
| S1 |
159-25 |
159-25 |
160-08 |
159-30 |
| S2 |
159-07 |
159-07 |
160-06 |
|
| S3 |
158-10 |
158-28 |
160-03 |
|
| S4 |
157-13 |
157-31 |
159-27 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-25 |
166-20 |
161-24 |
|
| R3 |
165-07 |
164-02 |
161-02 |
|
| R2 |
162-21 |
162-21 |
160-26 |
|
| R1 |
161-16 |
161-16 |
160-19 |
160-26 |
| PP |
160-03 |
160-03 |
160-03 |
159-24 |
| S1 |
158-30 |
158-30 |
160-03 |
158-08 |
| S2 |
157-17 |
157-17 |
159-28 |
|
| S3 |
154-31 |
156-12 |
159-20 |
|
| S4 |
152-13 |
153-26 |
158-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-10 |
|
2.618 |
162-27 |
|
1.618 |
161-30 |
|
1.000 |
161-12 |
|
0.618 |
161-01 |
|
HIGH |
160-15 |
|
0.618 |
160-04 |
|
0.500 |
160-00 |
|
0.382 |
159-29 |
|
LOW |
159-18 |
|
0.618 |
159-00 |
|
1.000 |
158-21 |
|
1.618 |
158-03 |
|
2.618 |
157-06 |
|
4.250 |
155-23 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-08 |
160-03 |
| PP |
160-04 |
159-27 |
| S1 |
160-00 |
159-18 |
|