ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 160-07 159-13 -0-26 -0.5% 157-19
High 160-08 159-23 -0-17 -0.3% 160-11
Low 159-03 158-21 -0-14 -0.3% 157-03
Close 159-12 159-18 0-06 0.1% 159-12
Range 1-05 1-02 -0-03 -8.1% 3-08
ATR 1-10 1-09 -0-01 -1.4% 0-00
Volume 328,195 431,292 103,097 31.4% 1,711,917
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 162-16 162-03 160-05
R3 161-14 161-01 159-27
R2 160-12 160-12 159-24
R1 159-31 159-31 159-21 160-06
PP 159-10 159-10 159-10 159-13
S1 158-29 158-29 159-15 159-04
S2 158-08 158-08 159-12
S3 157-06 157-27 159-09
S4 156-04 156-25 158-31
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
5 160-11 157-13 2-30 1.8% 1-09 0.8% 73% False False 406,522
10 160-12 157-03 3-09 2.1% 1-08 0.8% 75% False False 386,855
20 164-16 157-03 7-13 4.6% 1-11 0.8% 33% False False 436,441
40 164-24 157-03 7-21 4.8% 1-08 0.8% 32% False False 394,806
60 165-13 157-03 8-10 5.2% 1-07 0.8% 30% False False 264,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164-08
2.618 162-16
1.618 161-14
1.000 160-25
0.618 160-12
HIGH 159-23
0.618 159-10
0.500 159-06
0.382 159-02
LOW 158-21
0.618 158-00
1.000 157-19
1.618 156-30
2.618 155-28
4.250 154-04
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 159-14 159-17
PP 159-10 159-17
S1 159-06 159-16

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

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