ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 159-07 159-29 0-22 0.4% 160-17
High 160-04 160-18 0-14 0.3% 161-11
Low 159-04 159-22 0-18 0.4% 159-01
Close 159-28 160-14 0-18 0.4% 160-14
Range 1-00 0-28 -0-04 -12.5% 2-10
ATR 1-11 1-10 -0-01 -2.5% 0-00
Volume 203,091 196,041 -7,050 -3.5% 927,884
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 162-27 162-17 160-29
R3 161-31 161-21 160-22
R2 161-03 161-03 160-19
R1 160-25 160-25 160-17 160-30
PP 160-07 160-07 160-07 160-10
S1 159-29 159-29 160-11 160-02
S2 159-11 159-11 160-09
S3 158-15 159-01 160-06
S4 157-19 158-05 159-31
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 167-07 166-04 161-23
R3 164-29 163-26 161-02
R2 162-19 162-19 160-28
R1 161-16 161-16 160-21 160-28
PP 160-09 160-09 160-09 159-31
S1 159-06 159-06 160-07 158-18
S2 157-31 157-31 160-00
S3 155-21 156-28 159-26
S4 153-11 154-18 159-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-11 159-01 2-10 1.4% 1-00 0.6% 61% False False 185,576
10 163-19 159-01 4-18 2.8% 1-05 0.7% 31% False False 234,041
20 164-12 159-01 5-11 3.3% 1-11 0.8% 26% False False 285,094
40 164-12 157-12 7-00 4.4% 1-14 0.9% 44% False False 243,986
60 164-12 155-23 8-21 5.4% 1-10 0.8% 55% False False 162,729
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164-09
2.618 162-27
1.618 161-31
1.000 161-14
0.618 161-03
HIGH 160-18
0.618 160-07
0.500 160-04
0.382 160-01
LOW 159-22
0.618 159-05
1.000 158-26
1.618 158-09
2.618 157-13
4.250 155-31
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 160-11 160-09
PP 160-07 160-04
S1 160-04 159-30

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

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