ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	157-20	157-27	0-07	0.1%	161-31
High	157-26	158-09	0-15	0.3%	162-01
Low	157-05	157-14	0-09	0.2%	156-10
Close	157-22	157-26	0-04	0.1%	156-26
Range	0-21	0-27	0-06	28.6%	5-23
ATR	1-05	1-05	-0-01	-2.0%	0-00
Volume	14	85	71	507.1%	425

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	160-12	159-30	158-09
R3	159-17	159-03	158-01
R2	158-22	158-22	157-31
R1	158-08	158-08	157-28	158-02
PP	157-27	157-27	157-27	157-24
S1	157-13	157-13	157-24	157-06
S2	157-00	157-00	157-21
S3	156-05	156-18	157-19
S4	155-10	155-23	157-11

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	175-17	171-29	159-31
R3	169-26	166-06	158-12
R2	164-03	164-03	157-28
R1	160-15	160-15	157-11	159-14
PP	158-12	158-12	158-12	157-28
S1	154-24	154-24	156-09	153-22
S2	152-21	152-21	155-24
S3	146-30	149-01	155-08
S4	141-07	143-10	153-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-09	156-10	1-31	1.2%	1-02	0.7%	76%	True	False	94
10	162-14	156-10	6-04	3.9%	1-08	0.8%	24%	False	False	75
20	165-04	156-10	8-26	5.6%	1-04	0.7%	17%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161-28
2.618	160-16
1.618	159-21
1.000	159-04
0.618	158-26
HIGH	158-09
0.618	157-31
0.500	157-28
0.382	157-24
LOW	157-14
0.618	156-29
1.000	156-19
1.618	156-02
2.618	155-07
4.250	153-27

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	157-28	157-21
PP	157-27	157-16
S1	157-26	157-10

Download as Excel Spreadsheet

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

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