ECBOT 30 Year Treasury Bond Future December 2021


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 163-19 164-11 0-24 0.5% 162-23
High 164-15 164-31 0-16 0.3% 164-15
Low 163-16 163-13 -0-03 -0.1% 162-16
Close 164-04 163-17 -0-19 -0.4% 164-04
Range 0-31 1-18 0-19 61.3% 1-31
ATR 1-15 1-15 0-00 0.5% 0-00
Volume 260 328 68 26.2% 3,766
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 168-21 167-21 164-12
R3 167-03 166-03 163-31
R2 165-17 165-17 163-26
R1 164-17 164-17 163-22 164-08
PP 163-31 163-31 163-31 163-26
S1 162-31 162-31 163-12 162-22
S2 162-13 162-13 163-08
S3 160-27 161-13 163-03
S4 159-09 159-27 162-22
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
5 164-31 162-23 2-08 1.4% 1-06 0.7% 36% True False 749
10 164-31 162-00 2-31 1.8% 1-10 0.8% 52% True False 681
20 165-30 158-29 7-01 4.3% 1-18 1.0% 66% False False 154,285
40 165-30 157-24 8-06 5.0% 1-16 0.9% 71% False False 285,488
60 165-30 157-03 8-27 5.4% 1-14 0.9% 73% False False 333,606
80 165-30 157-03 8-27 5.4% 1-12 0.8% 73% False False 343,316
100 165-30 157-03 8-27 5.4% 1-11 0.8% 73% False False 290,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 171-20
2.618 169-02
1.618 167-16
1.000 166-17
0.618 165-30
HIGH 164-31
0.618 164-12
0.500 164-06
0.382 164-00
LOW 163-13
0.618 162-14
1.000 161-27
1.618 160-28
2.618 159-10
4.250 156-24
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 164-06 163-27
PP 163-31 163-24
S1 163-24 163-20

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

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