ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
159-29 |
160-00 |
0-03 |
0.1% |
160-17 |
| High |
160-18 |
160-05 |
-0-13 |
-0.3% |
161-11 |
| Low |
159-22 |
157-16 |
-2-06 |
-1.4% |
159-01 |
| Close |
160-14 |
157-29 |
-2-17 |
-1.6% |
160-14 |
| Range |
0-28 |
2-21 |
1-25 |
203.6% |
2-10 |
| ATR |
1-10 |
1-14 |
0-04 |
8.8% |
0-00 |
| Volume |
196,041 |
349,493 |
153,452 |
78.3% |
927,884 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-16 |
164-27 |
159-12 |
|
| R3 |
163-27 |
162-06 |
158-20 |
|
| R2 |
161-06 |
161-06 |
158-13 |
|
| R1 |
159-17 |
159-17 |
158-05 |
159-01 |
| PP |
158-17 |
158-17 |
158-17 |
158-08 |
| S1 |
156-28 |
156-28 |
157-21 |
156-12 |
| S2 |
155-28 |
155-28 |
157-13 |
|
| S3 |
153-07 |
154-07 |
157-06 |
|
| S4 |
150-18 |
151-18 |
156-14 |
|
|
| 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 |
157-16 |
3-27 |
2.4% |
1-15 |
0.9% |
11% |
False |
True |
231,431 |
| 10 |
163-19 |
157-16 |
6-03 |
3.9% |
1-10 |
0.8% |
7% |
False |
True |
240,436 |
| 20 |
163-30 |
157-16 |
6-14 |
4.1% |
1-11 |
0.9% |
6% |
False |
True |
276,168 |
| 40 |
164-12 |
157-12 |
7-00 |
4.4% |
1-15 |
0.9% |
8% |
False |
False |
252,703 |
| 60 |
164-12 |
155-23 |
8-21 |
5.5% |
1-11 |
0.9% |
25% |
False |
False |
168,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-14 |
|
2.618 |
167-04 |
|
1.618 |
164-15 |
|
1.000 |
162-26 |
|
0.618 |
161-26 |
|
HIGH |
160-05 |
|
0.618 |
159-05 |
|
0.500 |
158-26 |
|
0.382 |
158-16 |
|
LOW |
157-16 |
|
0.618 |
155-27 |
|
1.000 |
154-27 |
|
1.618 |
153-06 |
|
2.618 |
150-17 |
|
4.250 |
146-07 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
158-26 |
159-01 |
| PP |
158-17 |
158-21 |
| S1 |
158-07 |
158-09 |
|