ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 159-06 158-07 -0-31 -0.6% 157-19
High 159-25 158-15 -1-10 -0.8% 160-11
Low 158-02 157-18 -0-16 -0.3% 157-03
Close 158-09 158-04 -0-05 -0.1% 159-12
Range 1-23 0-29 -0-26 -47.3% 3-08
ATR 1-10 1-09 -0-01 -2.3% 0-00
Volume 371,377 499,345 127,968 34.5% 1,711,917
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 160-25 160-11 158-20
R3 159-28 159-14 158-12
R2 158-31 158-31 158-09
R1 158-17 158-17 158-07 158-10
PP 158-02 158-02 158-02 157-30
S1 157-20 157-20 158-01 157-12
S2 157-05 157-05 157-31
S3 156-08 156-23 157-28
S4 155-11 155-26 157-20
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
5 160-11 157-18 2-25 1.8% 1-06 0.8% 20% False True 397,437
10 160-11 157-03 3-08 2.1% 1-07 0.8% 32% False False 388,347
20 164-15 157-03 7-12 4.7% 1-12 0.9% 14% False False 440,138
40 164-24 157-03 7-21 4.8% 1-09 0.8% 13% False False 405,439
60 165-13 157-03 8-10 5.3% 1-07 0.8% 12% False False 278,862
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 162-10
2.618 160-27
1.618 159-30
1.000 159-12
0.618 159-01
HIGH 158-15
0.618 158-04
0.500 158-00
0.382 157-29
LOW 157-18
0.618 157-00
1.000 156-21
1.618 156-03
2.618 155-06
4.250 153-23
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 158-03 158-22
PP 158-02 158-16
S1 158-00 158-10

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

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