ECBOT 30 Year Treasury Bond Future December 2021
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
163-12 |
163-19 |
0-07 |
0.1% |
162-23 |
| High |
163-29 |
164-15 |
0-18 |
0.3% |
164-15 |
| Low |
162-23 |
163-16 |
0-25 |
0.5% |
162-16 |
| Close |
163-22 |
164-04 |
0-14 |
0.3% |
164-04 |
| Range |
1-06 |
0-31 |
-0-07 |
-18.4% |
1-31 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.5% |
0-00 |
| Volume |
422 |
260 |
-162 |
-38.4% |
3,766 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-30 |
166-16 |
164-21 |
|
| R3 |
165-31 |
165-17 |
164-13 |
|
| R2 |
165-00 |
165-00 |
164-10 |
|
| R1 |
164-18 |
164-18 |
164-07 |
164-25 |
| PP |
164-01 |
164-01 |
164-01 |
164-04 |
| S1 |
163-19 |
163-19 |
164-01 |
163-26 |
| S2 |
163-02 |
163-02 |
163-30 |
|
| S3 |
162-03 |
162-20 |
163-27 |
|
| S4 |
161-04 |
161-21 |
163-19 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-19 |
168-27 |
165-07 |
|
| R3 |
167-20 |
166-28 |
164-21 |
|
| R2 |
165-21 |
165-21 |
164-16 |
|
| R1 |
164-29 |
164-29 |
164-10 |
165-09 |
| PP |
163-22 |
163-22 |
163-22 |
163-28 |
| S1 |
162-30 |
162-30 |
163-30 |
163-10 |
| S2 |
161-23 |
161-23 |
163-24 |
|
| S3 |
159-24 |
160-31 |
163-19 |
|
| S4 |
157-25 |
159-00 |
163-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-15 |
162-16 |
1-31 |
1.2% |
1-07 |
0.7% |
83% |
True |
False |
753 |
| 10 |
165-17 |
162-00 |
3-17 |
2.2% |
1-11 |
0.8% |
60% |
False |
False |
872 |
| 20 |
165-30 |
158-29 |
7-01 |
4.3% |
1-18 |
1.0% |
74% |
False |
False |
180,543 |
| 40 |
165-30 |
157-08 |
8-22 |
5.3% |
1-16 |
0.9% |
79% |
False |
False |
295,683 |
| 60 |
165-30 |
157-03 |
8-27 |
5.4% |
1-14 |
0.9% |
80% |
False |
False |
341,924 |
| 80 |
165-30 |
157-03 |
8-27 |
5.4% |
1-12 |
0.8% |
80% |
False |
False |
350,441 |
| 100 |
165-30 |
157-03 |
8-27 |
5.4% |
1-10 |
0.8% |
80% |
False |
False |
290,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-19 |
|
2.618 |
167-00 |
|
1.618 |
166-01 |
|
1.000 |
165-14 |
|
0.618 |
165-02 |
|
HIGH |
164-15 |
|
0.618 |
164-03 |
|
0.500 |
164-00 |
|
0.382 |
163-28 |
|
LOW |
163-16 |
|
0.618 |
162-29 |
|
1.000 |
162-17 |
|
1.618 |
161-30 |
|
2.618 |
160-31 |
|
4.250 |
159-12 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
164-02 |
163-30 |
| PP |
164-01 |
163-25 |
| S1 |
164-00 |
163-19 |
|