ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 165-17 164-05 -1-12 -0.8% 162-22
High 165-17 164-09 -1-08 -0.8% 165-30
Low 163-29 163-10 -0-19 -0.4% 161-14
Close 164-03 163-15 -0-20 -0.4% 165-23
Range 1-20 0-31 -0-21 -40.4% 4-16
ATR 1-20 1-19 -0-02 -2.9% 0-00
Volume 2,238 605 -1,633 -73.0% 274,739
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 166-19 166-00 164-00
R3 165-20 165-01 163-24
R2 164-21 164-21 163-21
R1 164-02 164-02 163-18 163-28
PP 163-22 163-22 163-22 163-19
S1 163-03 163-03 163-12 162-29
S2 162-23 162-23 163-09
S3 161-24 162-04 163-06
S4 160-25 161-05 162-30
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
5 165-30 162-20 3-10 2.0% 1-20 1.0% 25% False False 6,107
10 165-30 158-29 7-01 4.3% 1-23 1.1% 65% False False 219,272
20 165-30 158-29 7-01 4.3% 1-19 1.0% 65% False False 326,938
40 165-30 157-07 8-23 5.3% 1-16 0.9% 72% False False 380,001
60 165-30 157-03 8-27 5.4% 1-15 0.9% 72% False False 397,212
80 165-30 157-03 8-27 5.4% 1-11 0.8% 72% False False 362,608
100 165-30 157-03 8-27 5.4% 1-11 0.8% 72% False False 290,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 168-13
2.618 166-26
1.618 165-27
1.000 165-08
0.618 164-28
HIGH 164-09
0.618 163-29
0.500 163-26
0.382 163-22
LOW 163-10
0.618 162-23
1.000 162-11
1.618 161-24
2.618 160-25
4.250 159-06
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 163-26 164-20
PP 163-22 164-08
S1 163-18 163-27

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

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