ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
161-13 |
160-17 |
-0-28 |
-0.5% |
162-20 |
| High |
161-18 |
160-29 |
-0-21 |
-0.4% |
163-19 |
| Low |
160-11 |
160-17 |
0-06 |
0.1% |
160-11 |
| Close |
160-15 |
160-24 |
0-09 |
0.2% |
160-15 |
| Range |
1-07 |
0-12 |
-0-27 |
-69.2% |
3-08 |
| ATR |
1-14 |
1-12 |
-0-02 |
-5.0% |
0-00 |
| Volume |
210,000 |
120,221 |
-89,779 |
-42.8% |
1,126,991 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
161-22 |
160-31 |
|
| R3 |
161-15 |
161-10 |
160-27 |
|
| R2 |
161-03 |
161-03 |
160-26 |
|
| R1 |
160-30 |
160-30 |
160-25 |
161-00 |
| PP |
160-23 |
160-23 |
160-23 |
160-25 |
| S1 |
160-18 |
160-18 |
160-23 |
160-20 |
| S2 |
160-11 |
160-11 |
160-22 |
|
| S3 |
159-31 |
160-06 |
160-21 |
|
| S4 |
159-19 |
159-26 |
160-17 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-07 |
169-03 |
162-08 |
|
| R3 |
167-31 |
165-27 |
161-12 |
|
| R2 |
164-23 |
164-23 |
161-02 |
|
| R1 |
162-19 |
162-19 |
160-25 |
162-01 |
| PP |
161-15 |
161-15 |
161-15 |
161-06 |
| S1 |
159-11 |
159-11 |
160-05 |
158-25 |
| S2 |
158-07 |
158-07 |
159-28 |
|
| S3 |
154-31 |
156-03 |
159-18 |
|
| S4 |
151-23 |
152-27 |
158-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-19 |
160-11 |
3-08 |
2.0% |
1-05 |
0.7% |
13% |
False |
False |
249,442 |
| 10 |
163-19 |
160-11 |
3-08 |
2.0% |
1-07 |
0.8% |
13% |
False |
False |
267,707 |
| 20 |
164-12 |
159-28 |
4-16 |
2.8% |
1-14 |
0.9% |
19% |
False |
False |
343,095 |
| 40 |
164-12 |
157-12 |
7-00 |
4.4% |
1-15 |
0.9% |
48% |
False |
False |
223,870 |
| 60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-09 |
0.8% |
58% |
False |
False |
149,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-16 |
|
2.618 |
161-28 |
|
1.618 |
161-16 |
|
1.000 |
161-09 |
|
0.618 |
161-04 |
|
HIGH |
160-29 |
|
0.618 |
160-24 |
|
0.500 |
160-23 |
|
0.382 |
160-22 |
|
LOW |
160-17 |
|
0.618 |
160-10 |
|
1.000 |
160-05 |
|
1.618 |
159-30 |
|
2.618 |
159-18 |
|
4.250 |
158-30 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-24 |
160-31 |
| PP |
160-23 |
160-29 |
| S1 |
160-23 |
160-26 |
|