ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
160-29 |
161-21 |
0-24 |
0.5% |
161-21 |
| High |
162-04 |
161-27 |
-0-09 |
-0.2% |
162-04 |
| Low |
160-16 |
160-05 |
-0-11 |
-0.2% |
159-19 |
| Close |
161-26 |
160-10 |
-1-16 |
-0.9% |
161-26 |
| Range |
1-20 |
1-22 |
0-02 |
3.8% |
2-17 |
| ATR |
1-13 |
1-13 |
0-01 |
1.5% |
0-00 |
| Volume |
525,495 |
886,770 |
361,275 |
68.7% |
2,010,648 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
164-24 |
161-08 |
|
| R3 |
164-05 |
163-02 |
160-25 |
|
| R2 |
162-15 |
162-15 |
160-20 |
|
| R1 |
161-12 |
161-12 |
160-15 |
161-02 |
| PP |
160-25 |
160-25 |
160-25 |
160-20 |
| S1 |
159-22 |
159-22 |
160-05 |
159-12 |
| S2 |
159-03 |
159-03 |
160-00 |
|
| S3 |
157-13 |
158-00 |
159-27 |
|
| S4 |
155-23 |
156-10 |
159-12 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-25 |
167-26 |
163-07 |
|
| R3 |
166-08 |
165-09 |
162-16 |
|
| R2 |
163-23 |
163-23 |
162-09 |
|
| R1 |
162-24 |
162-24 |
162-01 |
163-08 |
| PP |
161-06 |
161-06 |
161-06 |
161-13 |
| S1 |
160-07 |
160-07 |
161-19 |
160-22 |
| S2 |
158-21 |
158-21 |
161-11 |
|
| S3 |
156-04 |
157-22 |
161-04 |
|
| S4 |
153-19 |
155-05 |
160-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-04 |
159-19 |
2-17 |
1.6% |
1-09 |
0.8% |
28% |
False |
False |
508,636 |
| 10 |
164-01 |
159-19 |
4-14 |
2.8% |
1-14 |
0.9% |
16% |
False |
False |
434,604 |
| 20 |
164-01 |
158-08 |
5-25 |
3.6% |
1-15 |
0.9% |
36% |
False |
False |
446,034 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-12 |
0.9% |
46% |
False |
False |
434,045 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-11 |
0.8% |
42% |
False |
False |
415,726 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
39% |
False |
False |
335,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-00 |
|
2.618 |
166-08 |
|
1.618 |
164-18 |
|
1.000 |
163-17 |
|
0.618 |
162-28 |
|
HIGH |
161-27 |
|
0.618 |
161-06 |
|
0.500 |
161-00 |
|
0.382 |
160-26 |
|
LOW |
160-05 |
|
0.618 |
159-04 |
|
1.000 |
158-15 |
|
1.618 |
157-14 |
|
2.618 |
155-24 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-00 |
161-04 |
| PP |
160-25 |
160-28 |
| S1 |
160-17 |
160-19 |
|