ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
159-05 |
160-21 |
1-16 |
0.9% |
159-13 |
| High |
161-05 |
161-08 |
0-03 |
0.1% |
159-25 |
| Low |
158-24 |
160-03 |
1-11 |
0.8% |
157-07 |
| Close |
160-31 |
160-16 |
-0-15 |
-0.3% |
158-09 |
| Range |
2-13 |
1-05 |
-1-08 |
-51.9% |
2-18 |
| ATR |
1-11 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
617,072 |
583,559 |
-33,513 |
-5.4% |
2,185,428 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-03 |
163-14 |
161-04 |
|
| R3 |
162-30 |
162-09 |
160-26 |
|
| R2 |
161-25 |
161-25 |
160-23 |
|
| R1 |
161-04 |
161-04 |
160-19 |
160-28 |
| PP |
160-20 |
160-20 |
160-20 |
160-16 |
| S1 |
159-31 |
159-31 |
160-13 |
159-23 |
| S2 |
159-15 |
159-15 |
160-09 |
|
| S3 |
158-10 |
158-26 |
160-06 |
|
| S4 |
157-05 |
157-21 |
159-28 |
|
|
| 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 |
161-08 |
157-08 |
4-00 |
2.5% |
1-13 |
0.9% |
81% |
True |
False |
443,641 |
| 10 |
161-08 |
157-07 |
4-01 |
2.5% |
1-09 |
0.8% |
81% |
True |
False |
432,370 |
| 20 |
161-08 |
157-03 |
4-05 |
2.6% |
1-08 |
0.8% |
82% |
True |
False |
416,215 |
| 40 |
164-24 |
157-03 |
7-21 |
4.8% |
1-10 |
0.8% |
44% |
False |
False |
409,473 |
| 60 |
164-31 |
157-03 |
7-28 |
4.9% |
1-07 |
0.8% |
43% |
False |
False |
323,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-05 |
|
2.618 |
164-09 |
|
1.618 |
163-04 |
|
1.000 |
162-13 |
|
0.618 |
161-31 |
|
HIGH |
161-08 |
|
0.618 |
160-26 |
|
0.500 |
160-22 |
|
0.382 |
160-17 |
|
LOW |
160-03 |
|
0.618 |
159-12 |
|
1.000 |
158-30 |
|
1.618 |
158-07 |
|
2.618 |
157-02 |
|
4.250 |
155-06 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-22 |
160-08 |
| PP |
160-20 |
160-00 |
| S1 |
160-18 |
159-24 |
|