ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	157-26	157-03	-0-23	-0.5%	160-17
High	158-02	157-10	-0-24	-0.5%	161-11
Low	156-13	156-05	-0-08	-0.2%	159-01
Close	156-26	156-12	-0-14	-0.3%	160-14
Range	1-21	1-05	-0-16	-30.2%	2-10
ATR	1-14	1-14	-0-01	-1.4%	0-00
Volume	441,225	381,494	-59,731	-13.5%	927,884

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	160-03	159-12	157-00
R3	158-30	158-07	156-22
R2	157-25	157-25	156-19
R1	157-02	157-02	156-15	156-27
PP	156-20	156-20	156-20	156-16
S1	155-29	155-29	156-09	155-22
S2	155-15	155-15	156-05
S3	154-10	154-24	156-02
S4	153-05	153-19	155-24

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	160-18	156-05	4-13	2.8%	1-15	0.9%	5%	False	True	314,268
10	161-19	156-05	5-14	3.5%	1-08	0.8%	4%	False	True	254,329
20	163-19	156-05	7-14	4.8%	1-12	0.9%	3%	False	True	284,909
40	164-12	156-05	8-07	5.3%	1-15	0.9%	3%	False	True	273,153
60	164-12	155-23	8-21	5.5%	1-12	0.9%	8%	False	False	182,264

Crabel Price Patterns
NR	True
NR4	False
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	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	162-07
2.618	160-11
1.618	159-06
1.000	158-15
0.618	158-01
HIGH	157-10
0.618	156-28
0.500	156-24
0.382	156-19
LOW	156-05
0.618	155-14
1.000	155-00
1.618	154-09
2.618	153-04
4.250	151-08

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	156-24	158-05
PP	156-20	157-18
S1	156-16	156-31

Download as Excel Spreadsheet

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

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