ECBOT 30 Year Treasury Bond Future March 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 156-06 156-04 -0-02 0.0% 160-00
High 156-20 156-12 -0-08 -0.2% 160-05
Low 155-15 154-20 -0-27 -0.5% 154-20
Close 155-30 155-04 -0-26 -0.5% 155-04
Range 1-05 1-24 0-19 51.4% 5-17
ATR 1-13 1-14 0-01 1.7% 0-00
Volume 390,836 461,643 70,807 18.1% 2,024,691
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 160-20 159-20 156-03
R3 158-28 157-28 155-19
R2 157-04 157-04 155-14
R1 156-04 156-04 155-09 155-24
PP 155-12 155-12 155-12 155-06
S1 154-12 154-12 154-31 154-00
S2 153-20 153-20 154-26
S3 151-28 152-20 154-21
S4 150-04 150-28 154-05
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 173-07 169-23 158-05
R3 167-22 164-06 156-21
R2 162-05 162-05 156-04
R1 158-21 158-21 155-20 157-20
PP 156-20 156-20 156-20 156-04
S1 153-04 153-04 154-20 152-04
S2 151-03 151-03 154-04
S3 145-18 147-19 153-19
S4 140-01 142-02 152-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-05 154-20 5-17 3.6% 1-22 1.1% 9% False True 404,938
10 161-11 154-20 6-23 4.3% 1-11 0.9% 7% False True 295,257
20 163-19 154-20 8-31 5.8% 1-10 0.9% 6% False True 291,325
40 164-12 154-20 9-24 6.3% 1-14 0.9% 5% False True 294,106
60 164-12 154-20 9-24 6.3% 1-13 0.9% 5% False True 196,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163-26
2.618 160-31
1.618 159-07
1.000 158-04
0.618 157-15
HIGH 156-12
0.618 155-23
0.500 155-16
0.382 155-09
LOW 154-20
0.618 153-17
1.000 152-28
1.618 151-25
2.618 150-01
4.250 147-06
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 155-16 155-31
PP 155-12 155-22
S1 155-08 155-13

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

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