ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
161-24 |
161-21 |
-0-03 |
-0.1% |
162-21 |
| High |
162-08 |
162-02 |
-0-06 |
-0.1% |
164-01 |
| Low |
161-06 |
160-01 |
-1-05 |
-0.7% |
161-06 |
| Close |
161-12 |
160-08 |
-1-04 |
-0.7% |
161-12 |
| Range |
1-02 |
2-01 |
0-31 |
91.2% |
2-27 |
| ATR |
1-13 |
1-15 |
0-01 |
3.1% |
0-00 |
| Volume |
326,066 |
354,234 |
28,168 |
8.6% |
1,744,611 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-28 |
165-19 |
161-12 |
|
| R3 |
164-27 |
163-18 |
160-26 |
|
| R2 |
162-26 |
162-26 |
160-20 |
|
| R1 |
161-17 |
161-17 |
160-14 |
161-05 |
| PP |
160-25 |
160-25 |
160-25 |
160-19 |
| S1 |
159-16 |
159-16 |
160-02 |
159-04 |
| S2 |
158-24 |
158-24 |
159-28 |
|
| S3 |
156-23 |
157-15 |
159-22 |
|
| S4 |
154-22 |
155-14 |
159-04 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-23 |
168-29 |
162-30 |
|
| R3 |
167-28 |
166-02 |
162-05 |
|
| R2 |
165-01 |
165-01 |
161-29 |
|
| R1 |
163-07 |
163-07 |
161-20 |
162-22 |
| PP |
162-06 |
162-06 |
162-06 |
161-30 |
| S1 |
160-12 |
160-12 |
161-04 |
159-28 |
| S2 |
159-11 |
159-11 |
160-27 |
|
| S3 |
156-16 |
157-17 |
160-19 |
|
| S4 |
153-21 |
154-22 |
159-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-01 |
160-01 |
4-00 |
2.5% |
1-19 |
1.0% |
5% |
False |
True |
360,571 |
| 10 |
164-01 |
159-18 |
4-15 |
2.8% |
1-18 |
1.0% |
15% |
False |
False |
377,700 |
| 20 |
164-01 |
157-07 |
6-26 |
4.3% |
1-15 |
0.9% |
44% |
False |
False |
421,577 |
| 40 |
164-16 |
157-03 |
7-13 |
4.6% |
1-13 |
0.9% |
43% |
False |
False |
429,009 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-10 |
0.8% |
41% |
False |
False |
403,730 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
38% |
False |
False |
303,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-22 |
|
2.618 |
167-12 |
|
1.618 |
165-11 |
|
1.000 |
164-03 |
|
0.618 |
163-10 |
|
HIGH |
162-02 |
|
0.618 |
161-09 |
|
0.500 |
161-02 |
|
0.382 |
160-26 |
|
LOW |
160-01 |
|
0.618 |
158-25 |
|
1.000 |
158-00 |
|
1.618 |
156-24 |
|
2.618 |
154-23 |
|
4.250 |
151-13 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-02 |
161-06 |
| PP |
160-25 |
160-28 |
| S1 |
160-16 |
160-18 |
|