ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 159-27 160-07 0-12 0.2% 157-19
High 160-11 160-08 -0-03 -0.1% 160-11
Low 159-06 159-03 -0-03 -0.1% 157-03
Close 160-03 159-12 -0-23 -0.4% 159-12
Range 1-05 1-05 0-00 0.0% 3-08
ATR 1-10 1-10 0-00 -0.9% 0-00
Volume 356,978 328,195 -28,783 -8.1% 1,711,917
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 163-01 162-12 160-00
R3 161-28 161-07 159-22
R2 160-23 160-23 159-19
R1 160-02 160-02 159-15 159-26
PP 159-18 159-18 159-18 159-14
S1 158-29 158-29 159-09 158-21
S2 158-13 158-13 159-05
S3 157-08 157-24 159-02
S4 156-03 156-19 158-24
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 168-22 167-09 161-05
R3 165-14 164-01 160-09
R2 162-06 162-06 159-31
R1 160-25 160-25 159-22 161-16
PP 158-30 158-30 158-30 159-09
S1 157-17 157-17 159-02 158-08
S2 155-22 155-22 158-25
S3 152-14 154-09 158-15
S4 149-06 151-01 157-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-11 157-03 3-08 2.0% 1-06 0.7% 70% False False 342,383
10 160-20 157-03 3-17 2.2% 1-09 0.8% 65% False False 385,968
20 164-16 157-03 7-13 4.6% 1-12 0.9% 31% False False 434,093
40 164-24 157-03 7-21 4.8% 1-07 0.8% 30% False False 384,372
60 165-13 157-03 8-10 5.2% 1-07 0.8% 27% False False 257,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Fibonacci Retracements and Extensions
4.250 165-05
2.618 163-09
1.618 162-04
1.000 161-13
0.618 160-31
HIGH 160-08
0.618 159-26
0.500 159-22
0.382 159-17
LOW 159-03
0.618 158-12
1.000 157-30
1.618 157-07
2.618 156-02
4.250 154-06
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 159-22 159-12
PP 159-18 159-12
S1 159-15 159-12

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols