ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
163-31 |
163-26 |
-0-05 |
-0.1% |
165-17 |
| High |
164-06 |
164-00 |
-0-06 |
-0.1% |
165-17 |
| Low |
163-03 |
162-29 |
-0-06 |
-0.1% |
162-00 |
| Close |
163-25 |
163-10 |
-0-15 |
-0.3% |
162-28 |
| Range |
1-03 |
1-03 |
0-00 |
0.0% |
3-17 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.1% |
0-00 |
| Volume |
522 |
2,214 |
1,692 |
324.1% |
4,963 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-22 |
166-03 |
163-29 |
|
| R3 |
165-19 |
165-00 |
163-20 |
|
| R2 |
164-16 |
164-16 |
163-16 |
|
| R1 |
163-29 |
163-29 |
163-13 |
163-21 |
| PP |
163-13 |
163-13 |
163-13 |
163-09 |
| S1 |
162-26 |
162-26 |
163-07 |
162-18 |
| S2 |
162-10 |
162-10 |
163-04 |
|
| S3 |
161-07 |
161-23 |
163-00 |
|
| S4 |
160-04 |
160-20 |
162-23 |
|
|
| 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 |
164-09 |
162-00 |
2-09 |
1.4% |
1-08 |
0.8% |
58% |
False |
False |
912 |
| 10 |
165-30 |
162-00 |
3-30 |
2.4% |
1-15 |
0.9% |
33% |
False |
False |
2,478 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-18 |
1.0% |
63% |
False |
False |
218,223 |
| 40 |
165-30 |
157-07 |
8-23 |
5.3% |
1-16 |
0.9% |
70% |
False |
False |
320,032 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-15 |
0.9% |
70% |
False |
False |
358,447 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-12 |
0.8% |
70% |
False |
False |
360,036 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-10 |
0.8% |
70% |
False |
False |
290,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-21 |
|
2.618 |
166-28 |
|
1.618 |
165-25 |
|
1.000 |
165-03 |
|
0.618 |
164-22 |
|
HIGH |
164-00 |
|
0.618 |
163-19 |
|
0.500 |
163-14 |
|
0.382 |
163-10 |
|
LOW |
162-29 |
|
0.618 |
162-07 |
|
1.000 |
161-26 |
|
1.618 |
161-04 |
|
2.618 |
160-01 |
|
4.250 |
158-08 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
163-14 |
163-12 |
| PP |
163-13 |
163-12 |
| S1 |
163-12 |
163-11 |
|