ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	155-13	156-30	1-17	1.0%	156-02
High	156-19	158-00	1-13	0.9%	158-00
Low	155-07	156-28	1-21	1.1%	154-26
Close	156-04	157-23	1-19	1.0%	157-23
Range	1-12	1-04	-0-08	-18.2%	3-06
ATR	1-08	1-10	0-01	3.5%	0-00
Volume	236	108	-128	-54.2%	727

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	160-29	160-14	158-11
R3	159-25	159-10	158-01
R2	158-21	158-21	157-30
R1	158-06	158-06	157-26	158-14
PP	157-17	157-17	157-17	157-21
S1	157-02	157-02	157-20	157-10
S2	156-13	156-13	157-16
S3	155-09	155-30	157-13
S4	154-05	154-26	157-03

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	166-13	165-08	159-15
R3	163-07	162-02	158-19
R2	160-01	160-01	158-10
R1	158-28	158-28	158-00	159-14
PP	156-27	156-27	156-27	157-04
S1	155-22	155-22	157-14	156-08
S2	153-21	153-21	157-04
S3	150-15	152-16	156-27
S4	147-09	149-10	155-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-12	154-26	3-18	2.3%	1-11	0.9%	82%	False	False	156
10	158-20	154-26	3-26	2.4%	1-08	0.8%	76%	False	False	309
20	163-17	154-26	8-23	5.5%	1-07	0.8%	33%	False	False	175

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	162-25
2.618	160-30
1.618	159-26
1.000	159-04
0.618	158-22
HIGH	158-00
0.618	157-18
0.500	157-14
0.382	157-10
LOW	156-28
0.618	156-06
1.000	155-24
1.618	155-02
2.618	153-30
4.250	152-03

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	157-20	157-09
PP	157-17	156-27
S1	157-14	156-13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols