ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
162-20 |
162-23 |
0-03 |
0.1% |
165-17 |
| High |
163-18 |
164-09 |
0-23 |
0.4% |
165-17 |
| Low |
162-12 |
162-16 |
0-04 |
0.1% |
162-00 |
| Close |
162-28 |
164-01 |
1-05 |
0.7% |
162-28 |
| Range |
1-06 |
1-25 |
0-19 |
50.0% |
3-17 |
| ATR |
1-18 |
1-19 |
0-00 |
1.0% |
0-00 |
| Volume |
862 |
348 |
-514 |
-59.6% |
4,963 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-30 |
168-09 |
165-00 |
|
| R3 |
167-05 |
166-16 |
164-17 |
|
| R2 |
165-12 |
165-12 |
164-11 |
|
| R1 |
164-23 |
164-23 |
164-06 |
165-02 |
| PP |
163-19 |
163-19 |
163-19 |
163-25 |
| S1 |
162-30 |
162-30 |
163-28 |
163-08 |
| S2 |
161-26 |
161-26 |
163-23 |
|
| S3 |
160-01 |
161-05 |
163-17 |
|
| S4 |
158-08 |
159-12 |
163-02 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-02 |
172-00 |
164-26 |
|
| R3 |
170-17 |
168-15 |
163-27 |
|
| R2 |
167-00 |
167-00 |
163-17 |
|
| R1 |
164-30 |
164-30 |
163-06 |
164-06 |
| PP |
163-15 |
163-15 |
163-15 |
163-03 |
| S1 |
161-13 |
161-13 |
162-18 |
160-22 |
| S2 |
159-30 |
159-30 |
162-07 |
|
| S3 |
156-13 |
157-28 |
161-29 |
|
| S4 |
152-28 |
154-11 |
160-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-11 |
162-00 |
2-11 |
1.4% |
1-15 |
0.9% |
87% |
False |
False |
614 |
| 10 |
165-30 |
162-00 |
3-30 |
2.4% |
1-20 |
1.0% |
52% |
False |
False |
5,773 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-19 |
1.0% |
73% |
False |
False |
254,630 |
| 40 |
165-30 |
157-07 |
8-23 |
5.3% |
1-16 |
0.9% |
78% |
False |
False |
340,030 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-15 |
0.9% |
78% |
False |
False |
371,384 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-12 |
0.8% |
78% |
False |
False |
362,201 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-10 |
0.8% |
78% |
False |
False |
290,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-27 |
|
2.618 |
168-30 |
|
1.618 |
167-05 |
|
1.000 |
166-02 |
|
0.618 |
165-12 |
|
HIGH |
164-09 |
|
0.618 |
163-19 |
|
0.500 |
163-12 |
|
0.382 |
163-06 |
|
LOW |
162-16 |
|
0.618 |
161-13 |
|
1.000 |
160-23 |
|
1.618 |
159-20 |
|
2.618 |
157-27 |
|
4.250 |
154-30 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
163-24 |
| PP |
163-19 |
163-14 |
| S1 |
163-12 |
163-04 |
|