ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 158-19 158-17 -0-02 0.0% 159-13
High 158-25 159-07 0-14 0.3% 159-25
Low 157-24 158-08 0-16 0.3% 157-07
Close 158-17 158-31 0-14 0.3% 158-09
Range 1-01 0-31 -0-02 -6.1% 2-18
ATR 1-09 1-08 -0-01 -1.7% 0-00
Volume 299,913 309,536 9,623 3.2% 2,185,428
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 161-23 161-10 159-16
R3 160-24 160-11 159-08
R2 159-25 159-25 159-05
R1 159-12 159-12 159-02 159-18
PP 158-26 158-26 158-26 158-29
S1 158-13 158-13 158-28 158-20
S2 157-27 157-27 158-25
S3 156-28 157-14 158-22
S4 155-29 156-15 158-14
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 166-04 164-24 159-22
R3 163-18 162-06 159-00
R2 161-00 161-00 158-24
R1 159-20 159-20 158-17 159-01
PP 158-14 158-14 158-14 158-04
S1 157-02 157-02 158-01 156-15
S2 155-28 155-28 157-26
S3 153-10 154-16 157-18
S4 150-24 151-30 156-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-07 157-07 2-00 1.3% 1-02 0.7% 88% True False 398,441
10 160-11 157-07 3-04 2.0% 1-06 0.8% 56% False False 399,896
20 160-20 157-03 3-17 2.2% 1-07 0.8% 53% False False 408,876
40 164-24 157-03 7-21 4.8% 1-09 0.8% 24% False False 402,359
60 165-13 157-03 8-10 5.2% 1-07 0.8% 23% False False 303,721
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-11
2.618 161-24
1.618 160-25
1.000 160-06
0.618 159-26
HIGH 159-07
0.618 158-27
0.500 158-24
0.382 158-20
LOW 158-08
0.618 157-21
1.000 157-09
1.618 156-22
2.618 155-23
4.250 154-04
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 158-28 158-23
PP 158-26 158-15
S1 158-24 158-08

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

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