ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 157-03 156-06 -0-29 -0.6% 160-17
High 157-10 156-20 -0-22 -0.4% 161-11
Low 156-05 155-15 -0-22 -0.4% 159-01
Close 156-12 155-30 -0-14 -0.3% 160-14
Range 1-05 1-05 0-00 0.0% 2-10
ATR 1-14 1-13 -0-01 -1.4% 0-00
Volume 381,494 390,836 9,342 2.4% 927,884
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 159-15 158-28 156-18
R3 158-10 157-23 156-08
R2 157-05 157-05 156-05
R1 156-18 156-18 156-01 156-09
PP 156-00 156-00 156-00 155-28
S1 155-13 155-13 155-27 155-04
S2 154-27 154-27 155-23
S3 153-22 154-08 155-20
S4 152-17 153-03 155-10
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
5 160-18 155-15 5-03 3.3% 1-16 1.0% 9% False True 351,817
10 161-18 155-15 6-03 3.9% 1-09 0.8% 8% False True 270,093
20 163-19 155-15 8-04 5.2% 1-09 0.8% 6% False True 284,345
40 164-12 155-15 8-29 5.7% 1-15 0.9% 5% False True 282,682
60 164-12 155-15 8-29 5.7% 1-12 0.9% 5% False True 188,778
Crabel Price Patterns
NR False
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 0-07
Fibonacci Retracements and Extensions
4.250 161-17
2.618 159-21
1.618 158-16
1.000 157-25
0.618 157-11
HIGH 156-20
0.618 156-06
0.500 156-02
0.382 155-29
LOW 155-15
0.618 154-24
1.000 154-10
1.618 153-19
2.618 152-14
4.250 150-18
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 156-02 156-24
PP 156-00 156-16
S1 155-31 156-07

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

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