ECBOT 30 Year Treasury Bond Future March 2022

Trading Metrics calculated at close of trading on 11-Jan-2022

Day Change Summary
	Previous	Current
	10-Jan-2022	11-Jan-2022	Change	Change %	Previous Week
Open	155-05	155-19	0-14	0.3%	160-00
High	155-26	156-03	0-09	0.2%	160-05
Low	154-19	155-09	0-22	0.4%	154-20
Close	155-11	155-30	0-19	0.4%	155-04
Range	1-07	0-26	-0-13	-33.3%	5-17
ATR	1-13	1-12	-0-01	-3.0%	0-00
Volume	377,234	340,686	-36,548	-9.7%	2,024,691

Daily Pivots for day following 11-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	158-07	157-28	156-12
R3	157-13	157-02	156-05
R2	156-19	156-19	156-03
R1	156-08	156-08	156-00	156-14
PP	155-25	155-25	155-25	155-27
S1	155-14	155-14	155-28	155-20
S2	154-31	154-31	155-25
S3	154-05	154-20	155-23
S4	153-11	153-26	155-16

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	157-10	154-19	2-23	1.7%	1-07	0.8%	49%	False	False	390,378
10	160-28	154-19	6-09	4.0%	1-13	0.9%	21%	False	False	340,034
20	163-19	154-19	9-00	5.8%	1-09	0.8%	15%	False	False	300,138
40	164-12	154-19	9-25	6.3%	1-14	0.9%	14%	False	False	311,854
60	164-12	154-19	9-25	6.3%	1-13	0.9%	14%	False	False	208,429

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	159-18
2.618	158-07
1.618	157-13
1.000	156-29
0.618	156-19
HIGH	156-03
0.618	155-25
0.500	155-22
0.382	155-19
LOW	155-09
0.618	154-25
1.000	154-15
1.618	153-31
2.618	153-05
4.250	151-26

Fisher Pivots for day following 11-Jan-2022
Pivot	1 day	3 day
R1	155-27	155-25
PP	155-25	155-20
S1	155-22	155-16

Download as Excel Spreadsheet

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

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