ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 158-07 157-21 -0-18 -0.4% 157-19
High 158-15 158-05 -0-10 -0.2% 160-11
Low 157-18 157-07 -0-11 -0.2% 157-03
Close 158-04 157-24 -0-12 -0.2% 159-12
Range 0-29 0-30 0-01 3.4% 3-08
ATR 1-09 1-09 -0-01 -2.0% 0-00
Volume 499,345 475,287 -24,058 -4.8% 1,711,917
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 160-17 160-02 158-08
R3 159-19 159-04 158-00
R2 158-21 158-21 157-30
R1 158-06 158-06 157-27 158-14
PP 157-23 157-23 157-23 157-26
S1 157-08 157-08 157-21 157-16
S2 156-25 156-25 157-18
S3 155-27 156-10 157-16
S4 154-29 155-12 157-08
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
5 160-08 157-07 3-01 1.9% 1-05 0.7% 18% False True 421,099
10 160-11 157-03 3-08 2.1% 1-06 0.7% 20% False False 399,960
20 162-07 157-03 5-04 3.2% 1-09 0.8% 13% False False 434,405
40 164-24 157-03 7-21 4.9% 1-08 0.8% 9% False False 405,199
60 165-13 157-03 8-10 5.3% 1-07 0.8% 8% False False 286,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-04
2.618 160-20
1.618 159-22
1.000 159-03
0.618 158-24
HIGH 158-05
0.618 157-26
0.500 157-22
0.382 157-18
LOW 157-07
0.618 156-20
1.000 156-09
1.618 155-22
2.618 154-24
4.250 153-08
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 157-23 158-16
PP 157-23 158-08
S1 157-22 158-00

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

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