ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
162-23 |
163-31 |
1-08 |
0.8% |
165-17 |
| High |
164-09 |
164-06 |
-0-03 |
-0.1% |
165-17 |
| Low |
162-16 |
163-03 |
0-19 |
0.4% |
162-00 |
| Close |
164-01 |
163-25 |
-0-08 |
-0.2% |
162-28 |
| Range |
1-25 |
1-03 |
-0-22 |
-38.6% |
3-17 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.2% |
0-00 |
| Volume |
348 |
522 |
174 |
50.0% |
4,963 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-31 |
166-15 |
164-12 |
|
| R3 |
165-28 |
165-12 |
164-03 |
|
| R2 |
164-25 |
164-25 |
163-31 |
|
| R1 |
164-09 |
164-09 |
163-28 |
164-00 |
| PP |
163-22 |
163-22 |
163-22 |
163-17 |
| S1 |
163-06 |
163-06 |
163-22 |
162-28 |
| S2 |
162-19 |
162-19 |
163-19 |
|
| S3 |
161-16 |
162-03 |
163-15 |
|
| S4 |
160-13 |
161-00 |
163-06 |
|
|
| 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% |
1-16 |
0.9% |
76% |
False |
False |
598 |
| 10 |
165-30 |
162-00 |
3-30 |
2.4% |
1-18 |
1.0% |
45% |
False |
False |
3,352 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-18 |
1.0% |
69% |
False |
False |
236,944 |
| 40 |
165-30 |
157-07 |
8-23 |
5.3% |
1-16 |
0.9% |
75% |
False |
False |
329,261 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-15 |
0.9% |
76% |
False |
False |
364,988 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-12 |
0.8% |
76% |
False |
False |
362,033 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-11 |
0.8% |
76% |
False |
False |
290,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-27 |
|
2.618 |
167-02 |
|
1.618 |
165-31 |
|
1.000 |
165-09 |
|
0.618 |
164-28 |
|
HIGH |
164-06 |
|
0.618 |
163-25 |
|
0.500 |
163-20 |
|
0.382 |
163-16 |
|
LOW |
163-03 |
|
0.618 |
162-13 |
|
1.000 |
162-00 |
|
1.618 |
161-10 |
|
2.618 |
160-07 |
|
4.250 |
158-14 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
163-20 |
| PP |
163-22 |
163-15 |
| S1 |
163-20 |
163-10 |
|