ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 161-21 160-12 -1-09 -0.8% 162-21
High 162-02 160-23 -1-11 -0.8% 164-01
Low 160-01 159-23 -0-10 -0.2% 161-06
Close 160-08 160-00 -0-08 -0.2% 161-12
Range 2-01 1-00 -1-01 -50.8% 2-27
ATR 1-15 1-14 -0-01 -2.3% 0-00
Volume 354,234 376,639 22,405 6.3% 1,744,611
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 163-05 162-18 160-18
R3 162-05 161-18 160-09
R2 161-05 161-05 160-06
R1 160-18 160-18 160-03 160-12
PP 160-05 160-05 160-05 160-01
S1 159-18 159-18 159-29 159-12
S2 159-05 159-05 159-26
S3 158-05 158-18 159-23
S4 157-05 157-18 159-14
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
5 163-23 159-23 4-00 2.5% 1-14 0.9% 7% False True 346,558
10 164-01 159-18 4-15 2.8% 1-19 1.0% 10% False False 379,590
20 164-01 157-07 6-26 4.3% 1-14 0.9% 41% False False 421,841
40 164-16 157-03 7-13 4.6% 1-13 0.9% 39% False False 428,559
60 164-24 157-03 7-21 4.8% 1-10 0.8% 38% False False 407,307
80 165-13 157-03 8-10 5.2% 1-09 0.8% 35% False False 308,366
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164-31
2.618 163-11
1.618 162-11
1.000 161-23
0.618 161-11
HIGH 160-23
0.618 160-11
0.500 160-07
0.382 160-03
LOW 159-23
0.618 159-03
1.000 158-23
1.618 158-03
2.618 157-03
4.250 155-15
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 160-07 161-00
PP 160-05 160-21
S1 160-02 160-10

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

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