ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
161-21 |
160-13 |
-1-08 |
-0.8% |
161-21 |
| High |
161-27 |
160-17 |
-1-10 |
-0.8% |
162-04 |
| Low |
160-05 |
158-31 |
-1-06 |
-0.7% |
159-19 |
| Close |
160-10 |
159-12 |
-0-30 |
-0.6% |
161-26 |
| Range |
1-22 |
1-18 |
-0-04 |
-7.4% |
2-17 |
| ATR |
1-13 |
1-14 |
0-00 |
0.7% |
0-00 |
| Volume |
886,770 |
890,024 |
3,254 |
0.4% |
2,010,648 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-10 |
163-13 |
160-08 |
|
| R3 |
162-24 |
161-27 |
159-26 |
|
| R2 |
161-06 |
161-06 |
159-21 |
|
| R1 |
160-09 |
160-09 |
159-17 |
159-30 |
| PP |
159-20 |
159-20 |
159-20 |
159-15 |
| S1 |
158-23 |
158-23 |
159-07 |
158-12 |
| S2 |
158-02 |
158-02 |
159-03 |
|
| S3 |
156-16 |
157-05 |
158-30 |
|
| S4 |
154-30 |
155-19 |
158-16 |
|
|
| 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 |
158-31 |
3-05 |
2.0% |
1-13 |
0.9% |
13% |
False |
True |
611,313 |
| 10 |
163-23 |
158-31 |
4-24 |
3.0% |
1-14 |
0.9% |
9% |
False |
True |
478,936 |
| 20 |
164-01 |
158-24 |
5-09 |
3.3% |
1-16 |
0.9% |
12% |
False |
False |
475,059 |
| 40 |
164-01 |
157-03 |
6-30 |
4.4% |
1-12 |
0.9% |
33% |
False |
False |
441,967 |
| 60 |
164-24 |
157-03 |
7-21 |
4.8% |
1-11 |
0.9% |
30% |
False |
False |
426,592 |
| 80 |
165-13 |
157-03 |
8-10 |
5.2% |
1-09 |
0.8% |
27% |
False |
False |
346,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-06 |
|
2.618 |
164-20 |
|
1.618 |
163-02 |
|
1.000 |
162-03 |
|
0.618 |
161-16 |
|
HIGH |
160-17 |
|
0.618 |
159-30 |
|
0.500 |
159-24 |
|
0.382 |
159-18 |
|
LOW |
158-31 |
|
0.618 |
158-00 |
|
1.000 |
157-13 |
|
1.618 |
156-14 |
|
2.618 |
154-28 |
|
4.250 |
152-10 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-24 |
160-18 |
| PP |
159-20 |
160-05 |
| S1 |
159-16 |
159-24 |
|