ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-12 |
159-27 |
-0-17 |
-0.3% |
162-21 |
| High |
160-23 |
160-30 |
0-07 |
0.1% |
164-01 |
| Low |
159-23 |
159-19 |
-0-04 |
-0.1% |
161-06 |
| Close |
160-00 |
160-14 |
0-14 |
0.3% |
161-12 |
| Range |
1-00 |
1-11 |
0-11 |
34.4% |
2-27 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.4% |
0-00 |
| Volume |
376,639 |
398,244 |
21,605 |
5.7% |
1,744,611 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-11 |
163-24 |
161-06 |
|
| R3 |
163-00 |
162-13 |
160-26 |
|
| R2 |
161-21 |
161-21 |
160-22 |
|
| R1 |
161-02 |
161-02 |
160-18 |
161-12 |
| PP |
160-10 |
160-10 |
160-10 |
160-15 |
| S1 |
159-23 |
159-23 |
160-10 |
160-00 |
| S2 |
158-31 |
158-31 |
160-06 |
|
| S3 |
157-20 |
158-12 |
160-02 |
|
| S4 |
156-09 |
157-01 |
159-22 |
|
|
| 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 |
162-12 |
159-19 |
2-25 |
1.7% |
1-07 |
0.8% |
30% |
False |
True |
309,513 |
| 10 |
164-01 |
159-18 |
4-15 |
2.8% |
1-17 |
1.0% |
20% |
False |
False |
377,889 |
| 20 |
164-01 |
157-07 |
6-26 |
4.2% |
1-14 |
0.9% |
47% |
False |
False |
416,785 |
| 40 |
164-15 |
157-03 |
7-12 |
4.6% |
1-13 |
0.9% |
45% |
False |
False |
428,462 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-11 |
0.8% |
44% |
False |
False |
409,221 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
40% |
False |
False |
313,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-21 |
|
2.618 |
164-15 |
|
1.618 |
163-04 |
|
1.000 |
162-09 |
|
0.618 |
161-25 |
|
HIGH |
160-30 |
|
0.618 |
160-14 |
|
0.500 |
160-08 |
|
0.382 |
160-03 |
|
LOW |
159-19 |
|
0.618 |
158-24 |
|
1.000 |
158-08 |
|
1.618 |
157-13 |
|
2.618 |
156-02 |
|
4.250 |
153-28 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-12 |
160-26 |
| PP |
160-10 |
160-22 |
| S1 |
160-08 |
160-18 |
|