ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 160-26 160-19 -0-07 -0.1% 158-19
High 161-00 161-05 0-05 0.1% 161-08
Low 159-26 160-11 0-17 0.3% 157-24
Close 160-12 160-25 0-13 0.3% 160-27
Range 1-06 0-26 -0-12 -31.6% 3-16
ATR 1-11 1-10 -0-01 -2.8% 0-00
Volume 402,941 357,737 -45,204 -11.2% 2,497,480
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 163-06 162-26 161-07
R3 162-12 162-00 161-00
R2 161-18 161-18 160-30
R1 161-06 161-06 160-27 161-12
PP 160-24 160-24 160-24 160-28
S1 160-12 160-12 160-23 160-18
S2 159-30 159-30 160-20
S3 159-04 159-18 160-18
S4 158-10 158-24 160-11
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 170-14 169-05 162-25
R3 166-30 165-21 161-26
R2 163-14 163-14 161-16
R1 162-05 162-05 161-05 162-26
PP 159-30 159-30 159-30 160-09
S1 158-21 158-21 160-17 159-10
S2 156-14 156-14 160-06
S3 152-30 155-05 159-28
S4 149-14 151-21 158-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-08 158-24 2-16 1.6% 1-15 0.9% 81% False False 529,741
10 161-08 157-07 4-01 2.5% 1-08 0.8% 88% False False 464,091
20 161-08 157-03 4-05 2.6% 1-09 0.8% 89% False False 425,442
40 164-24 157-03 7-21 4.8% 1-10 0.8% 48% False False 423,265
60 164-24 157-03 7-21 4.8% 1-07 0.8% 48% False False 347,701
80 165-15 157-03 8-12 5.2% 1-08 0.8% 44% False False 260,923
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 0-10
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 164-20
2.618 163-09
1.618 162-15
1.000 161-31
0.618 161-21
HIGH 161-05
0.618 160-27
0.500 160-24
0.382 160-21
LOW 160-11
0.618 159-27
1.000 159-17
1.618 159-01
2.618 158-07
4.250 156-28
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 160-25 160-20
PP 160-24 160-16
S1 160-24 160-11

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

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