ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
157-16 |
158-21 |
1-05 |
0.7% |
160-14 |
| High |
158-30 |
159-30 |
1-00 |
0.6% |
160-20 |
| Low |
157-13 |
158-14 |
1-01 |
0.7% |
157-16 |
| Close |
158-18 |
159-21 |
1-03 |
0.7% |
157-24 |
| Range |
1-17 |
1-16 |
-0-01 |
-2.0% |
3-04 |
| ATR |
1-10 |
1-11 |
0-00 |
1.0% |
0-00 |
| Volume |
397,231 |
518,914 |
121,683 |
30.6% |
2,147,767 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-27 |
163-08 |
160-15 |
|
| R3 |
162-11 |
161-24 |
160-02 |
|
| R2 |
160-27 |
160-27 |
159-30 |
|
| R1 |
160-08 |
160-08 |
159-25 |
160-18 |
| PP |
159-11 |
159-11 |
159-11 |
159-16 |
| S1 |
158-24 |
158-24 |
159-17 |
159-02 |
| S2 |
157-27 |
157-27 |
159-12 |
|
| S3 |
156-11 |
157-08 |
159-08 |
|
| S4 |
154-27 |
155-24 |
158-27 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-00 |
159-15 |
|
| R3 |
164-28 |
162-28 |
158-20 |
|
| R2 |
161-24 |
161-24 |
158-10 |
|
| R1 |
159-24 |
159-24 |
158-01 |
159-06 |
| PP |
158-20 |
158-20 |
158-20 |
158-11 |
| S1 |
156-20 |
156-20 |
157-15 |
156-02 |
| S2 |
155-16 |
155-16 |
157-06 |
|
| S3 |
152-12 |
153-16 |
156-28 |
|
| S4 |
149-08 |
150-12 |
156-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-30 |
157-03 |
2-27 |
1.8% |
1-08 |
0.8% |
90% |
True |
False |
379,258 |
| 10 |
160-20 |
157-03 |
3-17 |
2.2% |
1-08 |
0.8% |
73% |
False |
False |
417,713 |
| 20 |
164-16 |
157-03 |
7-13 |
4.6% |
1-12 |
0.9% |
35% |
False |
False |
434,869 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-07 |
0.8% |
33% |
False |
False |
367,900 |
| 60 |
165-13 |
157-03 |
8-10 |
5.2% |
1-07 |
0.8% |
31% |
False |
False |
245,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-10 |
|
2.618 |
163-28 |
|
1.618 |
162-12 |
|
1.000 |
161-14 |
|
0.618 |
160-28 |
|
HIGH |
159-30 |
|
0.618 |
159-12 |
|
0.500 |
159-06 |
|
0.382 |
159-00 |
|
LOW |
158-14 |
|
0.618 |
157-16 |
|
1.000 |
156-30 |
|
1.618 |
156-00 |
|
2.618 |
154-16 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-16 |
159-09 |
| PP |
159-11 |
158-29 |
| S1 |
159-06 |
158-16 |
|