ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
159-21 |
161-01 |
1-12 |
0.9% |
160-26 |
| High |
161-16 |
163-04 |
1-20 |
1.0% |
163-04 |
| Low |
159-18 |
160-22 |
1-04 |
0.7% |
159-18 |
| Close |
161-05 |
162-28 |
1-23 |
1.1% |
162-28 |
| Range |
1-30 |
2-14 |
0-16 |
25.8% |
3-18 |
| ATR |
1-12 |
1-15 |
0-02 |
5.5% |
0-00 |
| Volume |
420,773 |
484,390 |
63,617 |
15.1% |
2,081,097 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-17 |
168-21 |
164-07 |
|
| R3 |
167-03 |
166-07 |
163-17 |
|
| R2 |
164-21 |
164-21 |
163-10 |
|
| R1 |
163-25 |
163-25 |
163-03 |
164-07 |
| PP |
162-07 |
162-07 |
162-07 |
162-14 |
| S1 |
161-11 |
161-11 |
162-21 |
161-25 |
| S2 |
159-25 |
159-25 |
162-14 |
|
| S3 |
157-11 |
158-29 |
162-07 |
|
| S4 |
154-29 |
156-15 |
161-17 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-17 |
171-09 |
164-27 |
|
| R3 |
168-31 |
167-23 |
163-27 |
|
| R2 |
165-13 |
165-13 |
163-17 |
|
| R1 |
164-05 |
164-05 |
163-06 |
164-25 |
| PP |
161-27 |
161-27 |
161-27 |
162-06 |
| S1 |
160-19 |
160-19 |
162-18 |
161-07 |
| S2 |
158-09 |
158-09 |
162-07 |
|
| S3 |
154-23 |
157-01 |
161-29 |
|
| S4 |
151-05 |
153-15 |
160-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-04 |
159-18 |
3-18 |
2.2% |
1-21 |
1.0% |
93% |
True |
False |
416,219 |
| 10 |
163-04 |
157-24 |
5-12 |
3.3% |
1-18 |
1.0% |
95% |
True |
False |
457,857 |
| 20 |
163-04 |
157-03 |
6-01 |
3.7% |
1-12 |
0.8% |
96% |
True |
False |
423,796 |
| 40 |
164-24 |
157-03 |
7-21 |
4.7% |
1-13 |
0.9% |
76% |
False |
False |
430,462 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-09 |
0.8% |
76% |
False |
False |
369,627 |
| 80 |
165-15 |
157-03 |
8-12 |
5.1% |
1-09 |
0.8% |
69% |
False |
False |
277,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-16 |
|
2.618 |
169-16 |
|
1.618 |
167-02 |
|
1.000 |
165-18 |
|
0.618 |
164-20 |
|
HIGH |
163-04 |
|
0.618 |
162-06 |
|
0.500 |
161-29 |
|
0.382 |
161-20 |
|
LOW |
160-22 |
|
0.618 |
159-06 |
|
1.000 |
158-08 |
|
1.618 |
156-24 |
|
2.618 |
154-10 |
|
4.250 |
150-10 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-18 |
162-12 |
| PP |
162-07 |
161-27 |
| S1 |
161-29 |
161-11 |
|