ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
159-09 |
160-05 |
0-28 |
0.5% |
161-21 |
| High |
160-09 |
163-01 |
2-24 |
1.7% |
163-01 |
| Low |
158-29 |
159-28 |
0-31 |
0.6% |
158-29 |
| Close |
160-00 |
162-28 |
2-28 |
1.8% |
162-28 |
| Range |
1-12 |
3-05 |
1-25 |
129.5% |
4-04 |
| ATR |
1-13 |
1-17 |
0-04 |
8.7% |
0-00 |
| Volume |
594,958 |
430,158 |
-164,800 |
-27.7% |
2,801,910 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-13 |
170-09 |
164-20 |
|
| R3 |
168-08 |
167-04 |
163-24 |
|
| R2 |
165-03 |
165-03 |
163-15 |
|
| R1 |
163-31 |
163-31 |
163-05 |
164-17 |
| PP |
161-30 |
161-30 |
161-30 |
162-06 |
| S1 |
160-26 |
160-26 |
162-19 |
161-12 |
| S2 |
158-25 |
158-25 |
162-09 |
|
| S3 |
155-20 |
157-21 |
162-00 |
|
| S4 |
152-15 |
154-16 |
161-04 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-31 |
172-18 |
165-05 |
|
| R3 |
169-27 |
168-14 |
164-00 |
|
| R2 |
165-23 |
165-23 |
163-20 |
|
| R1 |
164-10 |
164-10 |
163-08 |
165-00 |
| PP |
161-19 |
161-19 |
161-19 |
161-31 |
| S1 |
160-06 |
160-06 |
162-16 |
160-28 |
| S2 |
157-15 |
157-15 |
162-04 |
|
| S3 |
153-11 |
156-02 |
161-24 |
|
| S4 |
149-07 |
151-30 |
160-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-01 |
158-29 |
4-04 |
2.5% |
1-28 |
1.2% |
96% |
True |
False |
665,481 |
| 10 |
163-01 |
158-29 |
4-04 |
2.5% |
1-18 |
1.0% |
96% |
True |
False |
513,862 |
| 20 |
164-01 |
158-29 |
5-04 |
3.1% |
1-18 |
1.0% |
77% |
False |
False |
466,283 |
| 40 |
164-01 |
157-03 |
6-30 |
4.3% |
1-13 |
0.9% |
83% |
False |
False |
441,249 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-13 |
0.9% |
76% |
False |
False |
428,410 |
| 80 |
164-31 |
157-03 |
7-28 |
4.8% |
1-10 |
0.8% |
73% |
False |
False |
359,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-14 |
|
2.618 |
171-09 |
|
1.618 |
168-04 |
|
1.000 |
166-06 |
|
0.618 |
164-31 |
|
HIGH |
163-01 |
|
0.618 |
161-26 |
|
0.500 |
161-14 |
|
0.382 |
161-03 |
|
LOW |
159-28 |
|
0.618 |
157-30 |
|
1.000 |
156-23 |
|
1.618 |
154-25 |
|
2.618 |
151-20 |
|
4.250 |
146-15 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-13 |
162-08 |
| PP |
161-30 |
161-19 |
| S1 |
161-14 |
160-31 |
|