ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 163-22 162-05 -1-17 -0.9% 160-26
High 163-23 162-12 -1-11 -0.8% 163-04
Low 161-09 161-21 0-12 0.2% 159-18
Close 162-04 161-25 -0-11 -0.2% 162-28
Range 2-14 0-23 -1-23 -70.5% 3-18
ATR 1-16 1-14 -0-02 -3.7% 0-00
Volume 583,472 92,382 -491,090 -84.2% 2,081,097
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 164-03 163-21 162-06
R3 163-12 162-30 161-31
R2 162-21 162-21 161-29
R1 162-07 162-07 161-27 162-02
PP 161-30 161-30 161-30 161-28
S1 161-16 161-16 161-23 161-12
S2 161-07 161-07 161-21
S3 160-16 160-25 161-19
S4 159-25 160-02 161-12
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
5 164-01 160-22 3-11 2.1% 1-19 1.0% 33% False False 380,587
10 164-01 159-15 4-18 2.8% 1-18 1.0% 51% False False 418,704
20 164-01 157-07 6-26 4.2% 1-13 0.9% 67% False False 425,537
40 164-16 157-03 7-13 4.6% 1-13 0.9% 63% False False 430,968
60 164-24 157-03 7-21 4.7% 1-09 0.8% 61% False False 392,800
80 165-13 157-03 8-10 5.1% 1-08 0.8% 56% False False 295,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 165-14
2.618 164-08
1.618 163-17
1.000 163-03
0.618 162-26
HIGH 162-12
0.618 162-03
0.500 162-00
0.382 161-30
LOW 161-21
0.618 161-07
1.000 160-30
1.618 160-16
2.618 159-25
4.250 158-19
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 162-00 162-21
PP 161-30 162-12
S1 161-28 162-02

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

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