ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
162-06 |
162-20 |
0-14 |
0.3% |
161-07 |
| High |
162-31 |
163-19 |
0-20 |
0.4% |
162-31 |
| Low |
161-29 |
161-25 |
-0-04 |
-0.1% |
160-30 |
| Close |
162-18 |
161-31 |
-0-19 |
-0.4% |
162-18 |
| Range |
1-02 |
1-26 |
0-24 |
70.6% |
2-01 |
| ATR |
1-15 |
1-16 |
0-01 |
1.6% |
0-00 |
| Volume |
285,541 |
320,827 |
35,286 |
12.4% |
1,429,860 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-28 |
166-24 |
162-31 |
|
| R3 |
166-02 |
164-30 |
162-15 |
|
| R2 |
164-08 |
164-08 |
162-10 |
|
| R1 |
163-04 |
163-04 |
162-04 |
162-25 |
| PP |
162-14 |
162-14 |
162-14 |
162-09 |
| S1 |
161-10 |
161-10 |
161-26 |
160-31 |
| S2 |
160-20 |
160-20 |
161-20 |
|
| S3 |
158-26 |
159-16 |
161-15 |
|
| S4 |
157-00 |
157-22 |
160-31 |
|
|
| 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 |
163-19 |
161-03 |
2-16 |
1.5% |
1-09 |
0.8% |
35% |
True |
False |
305,222 |
| 10 |
163-19 |
160-12 |
3-07 |
2.0% |
1-13 |
0.9% |
50% |
True |
False |
310,455 |
| 20 |
164-12 |
157-12 |
7-00 |
4.3% |
1-20 |
1.0% |
66% |
False |
False |
390,112 |
| 40 |
164-12 |
156-08 |
8-04 |
5.0% |
1-16 |
0.9% |
70% |
False |
False |
200,726 |
| 60 |
164-12 |
155-23 |
8-21 |
5.3% |
1-09 |
0.8% |
72% |
False |
False |
133,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-10 |
|
2.618 |
168-11 |
|
1.618 |
166-17 |
|
1.000 |
165-13 |
|
0.618 |
164-23 |
|
HIGH |
163-19 |
|
0.618 |
162-29 |
|
0.500 |
162-22 |
|
0.382 |
162-15 |
|
LOW |
161-25 |
|
0.618 |
160-21 |
|
1.000 |
159-31 |
|
1.618 |
158-27 |
|
2.618 |
157-01 |
|
4.250 |
154-02 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
162-22 |
162-11 |
| PP |
162-14 |
162-07 |
| S1 |
162-07 |
162-03 |
|