ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 163-26 163-12 -0-14 -0.3% 165-17
High 164-00 163-29 -0-03 -0.1% 165-17
Low 162-29 162-23 -0-06 -0.1% 162-00
Close 163-10 163-22 0-12 0.2% 162-28
Range 1-03 1-06 0-03 8.6% 3-17
ATR 1-17 1-16 -0-01 -1.6% 0-00
Volume 2,214 422 -1,792 -80.9% 4,963
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 167-00 166-17 164-11
R3 165-26 165-11 164-00
R2 164-20 164-20 163-29
R1 164-05 164-05 163-25 164-12
PP 163-14 163-14 163-14 163-18
S1 162-31 162-31 163-19 163-06
S2 162-08 162-08 163-15
S3 161-02 161-25 163-12
S4 159-28 160-19 163-01
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
5 164-09 162-12 1-29 1.2% 1-09 0.8% 69% False False 873
10 165-30 162-00 3-30 2.4% 1-15 0.9% 43% False False 1,279
20 165-30 158-29 7-01 4.3% 1-18 1.0% 68% False False 198,332
40 165-30 157-07 8-23 5.3% 1-16 0.9% 74% False False 307,559
60 165-30 157-03 8-27 5.4% 1-15 0.9% 75% False False 351,752
80 165-30 157-03 8-27 5.4% 1-12 0.8% 75% False False 356,499
100 165-30 157-03 8-27 5.4% 1-10 0.8% 75% False False 290,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168-30
2.618 167-00
1.618 165-26
1.000 165-03
0.618 164-20
HIGH 163-29
0.618 163-14
0.500 163-10
0.382 163-06
LOW 162-23
0.618 162-00
1.000 161-17
1.618 160-26
2.618 159-20
4.250 157-22
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 163-18 163-20
PP 163-14 163-17
S1 163-10 163-14

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

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