ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
161-20 |
162-06 |
0-18 |
0.3% |
161-07 |
| High |
162-11 |
162-31 |
0-20 |
0.4% |
162-31 |
| Low |
161-03 |
161-29 |
0-26 |
0.5% |
160-30 |
| Close |
162-04 |
162-18 |
0-14 |
0.3% |
162-18 |
| Range |
1-08 |
1-02 |
-0-06 |
-15.0% |
2-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.1% |
0-00 |
| Volume |
354,349 |
285,541 |
-68,808 |
-19.4% |
1,429,860 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-21 |
165-06 |
163-05 |
|
| R3 |
164-19 |
164-04 |
162-27 |
|
| R2 |
163-17 |
163-17 |
162-24 |
|
| R1 |
163-02 |
163-02 |
162-21 |
163-10 |
| PP |
162-15 |
162-15 |
162-15 |
162-19 |
| S1 |
162-00 |
162-00 |
162-15 |
162-08 |
| S2 |
161-13 |
161-13 |
162-12 |
|
| S3 |
160-11 |
160-30 |
162-09 |
|
| S4 |
159-09 |
159-28 |
161-31 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-08 |
167-14 |
163-22 |
|
| R3 |
166-07 |
165-13 |
163-04 |
|
| R2 |
164-06 |
164-06 |
162-30 |
|
| R1 |
163-12 |
163-12 |
162-24 |
163-25 |
| PP |
162-05 |
162-05 |
162-05 |
162-12 |
| S1 |
161-11 |
161-11 |
162-12 |
161-24 |
| S2 |
160-04 |
160-04 |
162-06 |
|
| S3 |
158-03 |
159-10 |
162-00 |
|
| S4 |
156-02 |
157-09 |
161-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-31 |
160-30 |
2-01 |
1.2% |
1-09 |
0.8% |
80% |
True |
False |
285,972 |
| 10 |
163-30 |
160-12 |
3-18 |
2.2% |
1-13 |
0.9% |
61% |
False |
False |
311,899 |
| 20 |
164-12 |
157-12 |
7-00 |
4.3% |
1-19 |
1.0% |
74% |
False |
False |
378,875 |
| 40 |
164-12 |
155-25 |
8-19 |
5.3% |
1-16 |
0.9% |
79% |
False |
False |
192,705 |
| 60 |
164-12 |
155-23 |
8-21 |
5.3% |
1-08 |
0.8% |
79% |
False |
False |
128,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-16 |
|
2.618 |
165-24 |
|
1.618 |
164-22 |
|
1.000 |
164-01 |
|
0.618 |
163-20 |
|
HIGH |
162-31 |
|
0.618 |
162-18 |
|
0.500 |
162-14 |
|
0.382 |
162-10 |
|
LOW |
161-29 |
|
0.618 |
161-08 |
|
1.000 |
160-27 |
|
1.618 |
160-06 |
|
2.618 |
159-04 |
|
4.250 |
157-12 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-17 |
162-12 |
| PP |
162-15 |
162-07 |
| S1 |
162-14 |
162-01 |
|