ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
163-15 |
164-13 |
0-30 |
0.6% |
161-21 |
| High |
164-19 |
164-21 |
0-02 |
0.0% |
163-01 |
| Low |
162-20 |
163-19 |
0-31 |
0.6% |
158-29 |
| Close |
163-30 |
163-29 |
-0-01 |
0.0% |
162-28 |
| Range |
1-31 |
1-02 |
-0-29 |
-46.0% |
4-04 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.4% |
0-00 |
| Volume |
10,955 |
12,419 |
1,464 |
13.4% |
2,801,910 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-08 |
166-20 |
164-16 |
|
| R3 |
166-06 |
165-18 |
164-06 |
|
| R2 |
165-04 |
165-04 |
164-03 |
|
| R1 |
164-16 |
164-16 |
164-00 |
164-09 |
| PP |
164-02 |
164-02 |
164-02 |
163-30 |
| S1 |
163-14 |
163-14 |
163-26 |
163-07 |
| S2 |
163-00 |
163-00 |
163-23 |
|
| S3 |
161-30 |
162-12 |
163-20 |
|
| S4 |
160-28 |
161-10 |
163-10 |
|
|
| 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 |
164-21 |
159-28 |
4-25 |
2.9% |
1-28 |
1.1% |
84% |
True |
False |
140,115 |
| 10 |
164-21 |
158-29 |
5-24 |
3.5% |
1-20 |
1.0% |
87% |
True |
False |
395,385 |
| 20 |
164-21 |
158-29 |
5-24 |
3.5% |
1-19 |
1.0% |
87% |
True |
False |
386,637 |
| 40 |
164-21 |
157-03 |
7-18 |
4.6% |
1-14 |
0.9% |
90% |
True |
False |
404,326 |
| 60 |
164-24 |
157-03 |
7-21 |
4.7% |
1-14 |
0.9% |
89% |
False |
False |
412,684 |
| 80 |
164-24 |
157-03 |
7-21 |
4.7% |
1-10 |
0.8% |
89% |
False |
False |
362,593 |
| 100 |
165-15 |
157-03 |
8-12 |
5.1% |
1-10 |
0.8% |
81% |
False |
False |
290,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-06 |
|
2.618 |
167-14 |
|
1.618 |
166-12 |
|
1.000 |
165-23 |
|
0.618 |
165-10 |
|
HIGH |
164-21 |
|
0.618 |
164-08 |
|
0.500 |
164-04 |
|
0.382 |
164-00 |
|
LOW |
163-19 |
|
0.618 |
162-30 |
|
1.000 |
162-17 |
|
1.618 |
161-28 |
|
2.618 |
160-26 |
|
4.250 |
159-02 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-04 |
163-23 |
| PP |
164-02 |
163-17 |
| S1 |
163-31 |
163-12 |
|