ECBOT 30 Year Treasury Bond Future December 2021

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	163-26	165-17	1-23	1.0%	162-22
High	165-30	165-17	-0-13	-0.2%	165-30
Low	163-15	163-29	0-14	0.3%	161-14
Close	165-23	164-03	-1-20	-1.0%	165-23
Range	2-15	1-20	-0-27	-34.2%	4-16
ATR	1-20	1-20	0-00	0.8%	0-00
Volume	4,321	2,238	-2,083	-48.2%	274,739

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	169-12	168-12	165-00
R3	167-24	166-24	164-17
R2	166-04	166-04	164-13
R1	165-04	165-04	164-08	164-26
PP	164-16	164-16	164-16	164-12
S1	163-16	163-16	163-30	163-06
S2	162-28	162-28	163-25
S3	161-08	161-28	163-21
S4	159-20	160-08	163-06

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	177-28	176-09	168-06
R3	173-12	171-25	166-31
R2	168-28	168-28	166-17
R1	167-09	167-09	166-04	168-02
PP	164-12	164-12	164-12	164-24
S1	162-25	162-25	165-10	163-18
S2	159-28	159-28	164-29
S3	155-12	158-09	164-15
S4	150-28	153-25	163-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-30	162-02	3-28	2.4%	1-26	1.1%	52%	False	False	10,931
10	165-30	158-29	7-01	4.3%	1-26	1.1%	74%	False	False	307,888
20	165-30	158-29	7-01	4.3%	1-18	1.0%	74%	False	False	341,707
40	165-30	157-03	8-27	5.4%	1-15	0.9%	79%	False	False	382,751
60	165-30	157-03	8-27	5.4%	1-15	0.9%	79%	False	False	400,877
80	165-30	157-03	8-27	5.4%	1-11	0.8%	79%	False	False	362,647
100	165-30	157-03	8-27	5.4%	1-11	0.8%	79%	False	False	290,284

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	172-14
2.618	169-25
1.618	168-05
1.000	167-05
0.618	166-17
HIGH	165-17
0.618	164-29
0.500	164-23
0.382	164-17
LOW	163-29
0.618	162-29
1.000	162-09
1.618	161-09
2.618	159-21
4.250	157-00

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	164-23	164-22
PP	164-16	164-16
S1	164-10	164-10

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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