ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
161-26 |
161-07 |
-0-19 |
-0.4% |
161-07 |
| High |
162-03 |
161-19 |
-0-16 |
-0.3% |
162-31 |
| Low |
160-14 |
160-28 |
0-14 |
0.3% |
160-30 |
| Close |
160-25 |
161-12 |
0-19 |
0.4% |
162-18 |
| Range |
1-21 |
0-23 |
-0-30 |
-56.6% |
2-01 |
| ATR |
1-16 |
1-15 |
-0-02 |
-3.3% |
0-00 |
| Volume |
362,961 |
233,203 |
-129,758 |
-35.7% |
1,429,860 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
163-04 |
161-25 |
|
| R3 |
162-23 |
162-13 |
161-18 |
|
| R2 |
162-00 |
162-00 |
161-16 |
|
| R1 |
161-22 |
161-22 |
161-14 |
161-27 |
| PP |
161-09 |
161-09 |
161-09 |
161-12 |
| S1 |
160-31 |
160-31 |
161-10 |
161-04 |
| S2 |
160-18 |
160-18 |
161-08 |
|
| S3 |
159-27 |
160-08 |
161-06 |
|
| S4 |
159-04 |
159-17 |
160-31 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-08 |
167-14 |
163-22 |
|
| R3 |
166-07 |
165-13 |
163-04 |
|
| R2 |
164-06 |
164-06 |
162-30 |
|
| R1 |
163-12 |
163-12 |
162-24 |
163-25 |
| PP |
162-05 |
162-05 |
162-05 |
162-12 |
| S1 |
161-11 |
161-11 |
162-12 |
161-24 |
| S2 |
160-04 |
160-04 |
162-06 |
|
| S3 |
158-03 |
159-10 |
162-00 |
|
| S4 |
156-02 |
157-09 |
161-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-19 |
160-14 |
3-05 |
2.0% |
1-10 |
0.8% |
30% |
False |
False |
311,376 |
| 10 |
163-19 |
160-12 |
3-07 |
2.0% |
1-10 |
0.8% |
31% |
False |
False |
298,597 |
| 20 |
164-12 |
157-12 |
7-00 |
4.3% |
1-18 |
1.0% |
57% |
False |
False |
364,073 |
| 40 |
164-12 |
157-06 |
7-06 |
4.5% |
1-17 |
0.9% |
58% |
False |
False |
215,628 |
| 60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-09 |
0.8% |
65% |
False |
False |
143,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-21 |
|
2.618 |
163-15 |
|
1.618 |
162-24 |
|
1.000 |
162-10 |
|
0.618 |
162-01 |
|
HIGH |
161-19 |
|
0.618 |
161-10 |
|
0.500 |
161-08 |
|
0.382 |
161-05 |
|
LOW |
160-28 |
|
0.618 |
160-14 |
|
1.000 |
160-05 |
|
1.618 |
159-23 |
|
2.618 |
159-00 |
|
4.250 |
157-26 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-10 |
162-00 |
| PP |
161-09 |
161-26 |
| S1 |
161-08 |
161-19 |
|