ECBOT 30 Year Treasury Bond Future June 2022

Trading Metrics calculated at close of trading on 18-Jan-2022

Day Change Summary
	Previous	Current
	14-Jan-2022	18-Jan-2022	Change	Change %	Previous Week
Open	158-01	156-02	-1-31	-1.2%	156-16
High	158-12	156-12	-2-00	-1.3%	158-20
Low	156-23	155-04	-1-19	-1.0%	156-12
Close	157-02	155-09	-1-25	-1.1%	157-02
Range	1-21	1-08	-0-13	-24.5%	2-08
ATR	1-06	1-08	0-02	4.5%	0-00
Volume	56	301	245	437.5%	2,207

Daily Pivots for day following 18-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	159-11	158-18	155-31
R3	158-03	157-10	155-20
R2	156-27	156-27	155-16
R1	156-02	156-02	155-13	155-26
PP	155-19	155-19	155-19	155-15
S1	154-26	154-26	155-05	154-18
S2	154-11	154-11	155-02
S3	153-03	153-18	154-30
S4	151-27	152-10	154-19

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	164-03	162-27	158-10
R3	161-27	160-19	157-22
R2	159-19	159-19	157-15
R1	158-11	158-11	157-09	158-31
PP	157-11	157-11	157-11	157-22
S1	156-03	156-03	156-27	156-23
S2	155-03	155-03	156-21
S3	152-27	153-27	156-14
S4	150-19	151-19	155-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-20	155-04	3-16	2.3%	1-04	0.7%	4%	False	True	467
10	159-26	155-04	4-22	3.0%	1-07	0.8%	3%	False	True	283
20	165-04	155-04	10-00	6.4%	1-06	0.8%	2%	False	True	170

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	161-22
2.618	159-21
1.618	158-13
1.000	157-20
0.618	157-05
HIGH	156-12
0.618	155-29
0.500	155-24
0.382	155-19
LOW	155-04
0.618	154-11
1.000	153-28
1.618	153-03
2.618	151-27
4.250	149-26

Fisher Pivots for day following 18-Jan-2022
Pivot	1 day	3 day
R1	155-24	156-28
PP	155-19	156-11
S1	155-14	155-26

Download as Excel Spreadsheet

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

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