ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	162-24	162-23	-0-01	0.0%	164-02
High	162-26	163-10	0-16	0.3%	165-04
Low	162-21	162-18	-0-03	-0.1%	162-15
Close	162-26	162-24	-0-02	0.0%	162-17
Range	0-05	0-24	0-19	380.0%	2-21
ATR
Volume	6	10	4	66.7%	336

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	165-04	164-22	163-05
R3	164-12	163-30	162-31
R2	163-20	163-20	162-28
R1	163-06	163-06	162-26	163-13
PP	162-28	162-28	162-28	163-00
S1	162-14	162-14	162-22	162-21
S2	162-04	162-04	162-20
S3	161-12	161-22	162-17
S4	160-20	160-30	162-11

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	171-11	169-19	164-00
R3	168-22	166-30	163-08
R2	166-01	166-01	163-01
R1	164-09	164-09	162-25	163-26
PP	163-12	163-12	163-12	163-05
S1	161-20	161-20	162-09	161-06
S2	160-23	160-23	162-01
S3	158-02	158-31	161-26
S4	155-13	156-10	161-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-02	162-15	1-19	1.0%	0-26	0.5%	18%	False	False	69
10	165-04	162-15	2-21	1.6%	0-29	0.6%	11%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166-16
2.618	165-09
1.618	164-17
1.000	164-02
0.618	163-25
HIGH	163-10
0.618	163-01
0.500	162-30
0.382	162-27
LOW	162-18
0.618	162-03
1.000	161-26
1.618	161-11
2.618	160-19
4.250	159-12

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	162-30	163-00
PP	162-28	162-30
S1	162-26	162-27

Download as Excel Spreadsheet

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

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