ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
155-11 |
155-24 |
0-13 |
0.3% |
155-22 |
| High |
156-17 |
156-05 |
-0-12 |
-0.2% |
156-19 |
| Low |
155-03 |
154-09 |
-0-26 |
-0.5% |
153-29 |
| Close |
156-00 |
154-29 |
-1-03 |
-0.7% |
155-24 |
| Range |
1-14 |
1-28 |
0-14 |
30.4% |
2-22 |
| ATR |
1-14 |
1-15 |
0-01 |
2.2% |
0-00 |
| Volume |
314,272 |
392,186 |
77,914 |
24.8% |
1,836,848 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
159-22 |
155-30 |
|
| R3 |
158-28 |
157-26 |
155-14 |
|
| R2 |
157-00 |
157-00 |
155-08 |
|
| R1 |
155-30 |
155-30 |
155-02 |
155-17 |
| PP |
155-04 |
155-04 |
155-04 |
154-29 |
| S1 |
154-02 |
154-02 |
154-24 |
153-21 |
| S2 |
153-08 |
153-08 |
154-18 |
|
| S3 |
151-12 |
152-06 |
154-12 |
|
| S4 |
149-16 |
150-10 |
153-28 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-15 |
162-10 |
157-07 |
|
| R3 |
160-25 |
159-20 |
156-16 |
|
| R2 |
158-03 |
158-03 |
156-08 |
|
| R1 |
156-30 |
156-30 |
156-00 |
157-16 |
| PP |
155-13 |
155-13 |
155-13 |
155-23 |
| S1 |
154-08 |
154-08 |
155-16 |
154-26 |
| S2 |
152-23 |
152-23 |
155-08 |
|
| S3 |
150-01 |
151-18 |
155-00 |
|
| S4 |
147-11 |
148-28 |
154-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-17 |
154-09 |
2-08 |
1.5% |
1-15 |
0.9% |
28% |
False |
True |
348,303 |
| 10 |
156-19 |
153-29 |
2-22 |
1.7% |
1-16 |
1.0% |
37% |
False |
False |
366,277 |
| 20 |
156-28 |
153-07 |
3-21 |
2.4% |
1-13 |
0.9% |
46% |
False |
False |
380,164 |
| 40 |
163-19 |
153-07 |
10-12 |
6.7% |
1-12 |
0.9% |
16% |
False |
False |
332,537 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
15% |
False |
False |
308,823 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-12 |
0.9% |
15% |
False |
False |
231,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
161-02 |
|
1.618 |
159-06 |
|
1.000 |
158-01 |
|
0.618 |
157-10 |
|
HIGH |
156-05 |
|
0.618 |
155-14 |
|
0.500 |
155-07 |
|
0.382 |
155-00 |
|
LOW |
154-09 |
|
0.618 |
153-04 |
|
1.000 |
152-13 |
|
1.618 |
151-08 |
|
2.618 |
149-12 |
|
4.250 |
146-10 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-07 |
155-13 |
| PP |
155-04 |
155-08 |
| S1 |
155-00 |
155-02 |
|