ECBOT 30 Year Treasury Bond Future March 2022
| 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 |
162-05 |
161-20 |
-0-17 |
-0.3% |
163-30 |
| High |
162-15 |
162-11 |
-0-04 |
-0.1% |
163-30 |
| Low |
161-09 |
161-03 |
-0-06 |
-0.1% |
160-12 |
| Close |
161-24 |
162-04 |
0-12 |
0.2% |
161-10 |
| Range |
1-06 |
1-08 |
0-02 |
5.3% |
3-18 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.3% |
0-00 |
| Volume |
300,532 |
354,349 |
53,817 |
17.9% |
1,689,133 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-19 |
165-04 |
162-26 |
|
| R3 |
164-11 |
163-28 |
162-15 |
|
| R2 |
163-03 |
163-03 |
162-11 |
|
| R1 |
162-20 |
162-20 |
162-08 |
162-28 |
| PP |
161-27 |
161-27 |
161-27 |
161-31 |
| S1 |
161-12 |
161-12 |
162-00 |
161-20 |
| S2 |
160-19 |
160-19 |
161-29 |
|
| S3 |
159-11 |
160-04 |
161-25 |
|
| S4 |
158-03 |
158-28 |
161-14 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-18 |
170-16 |
163-09 |
|
| R3 |
169-00 |
166-30 |
162-09 |
|
| R2 |
165-14 |
165-14 |
161-31 |
|
| R1 |
163-12 |
163-12 |
161-20 |
162-20 |
| PP |
161-28 |
161-28 |
161-28 |
161-16 |
| S1 |
159-26 |
159-26 |
161-00 |
159-02 |
| S2 |
158-10 |
158-10 |
160-21 |
|
| S3 |
154-24 |
156-08 |
160-11 |
|
| S4 |
151-06 |
152-22 |
159-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-23 |
160-25 |
1-30 |
1.2% |
1-10 |
0.8% |
69% |
False |
False |
292,280 |
| 10 |
164-12 |
160-12 |
4-00 |
2.5% |
1-17 |
0.9% |
44% |
False |
False |
336,146 |
| 20 |
164-12 |
157-12 |
7-00 |
4.3% |
1-19 |
1.0% |
68% |
False |
False |
368,117 |
| 40 |
164-12 |
155-23 |
8-21 |
5.3% |
1-16 |
0.9% |
74% |
False |
False |
185,567 |
| 60 |
164-12 |
155-23 |
8-21 |
5.3% |
1-09 |
0.8% |
74% |
False |
False |
123,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-21 |
|
2.618 |
165-20 |
|
1.618 |
164-12 |
|
1.000 |
163-19 |
|
0.618 |
163-04 |
|
HIGH |
162-11 |
|
0.618 |
161-28 |
|
0.500 |
161-23 |
|
0.382 |
161-18 |
|
LOW |
161-03 |
|
0.618 |
160-10 |
|
1.000 |
159-27 |
|
1.618 |
159-02 |
|
2.618 |
157-26 |
|
4.250 |
155-25 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-00 |
162-01 |
| PP |
161-27 |
161-31 |
| S1 |
161-23 |
161-28 |
|