ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
162-20 |
161-26 |
-0-26 |
-0.5% |
161-07 |
| High |
163-19 |
162-03 |
-1-16 |
-0.9% |
162-31 |
| Low |
161-25 |
160-14 |
-1-11 |
-0.8% |
160-30 |
| Close |
161-31 |
160-25 |
-1-06 |
-0.7% |
162-18 |
| Range |
1-26 |
1-21 |
-0-05 |
-8.6% |
2-01 |
| ATR |
1-16 |
1-16 |
0-00 |
0.7% |
0-00 |
| Volume |
320,827 |
362,961 |
42,134 |
13.1% |
1,429,860 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-02 |
165-03 |
161-22 |
|
| R3 |
164-13 |
163-14 |
161-08 |
|
| R2 |
162-24 |
162-24 |
161-03 |
|
| R1 |
161-25 |
161-25 |
160-30 |
161-14 |
| PP |
161-03 |
161-03 |
161-03 |
160-30 |
| S1 |
160-04 |
160-04 |
160-20 |
159-25 |
| S2 |
159-14 |
159-14 |
160-15 |
|
| S3 |
157-25 |
158-15 |
160-10 |
|
| S4 |
156-04 |
156-26 |
159-28 |
|
|
| 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 |
160-14 |
3-05 |
2.0% |
1-13 |
0.9% |
11% |
False |
True |
324,842 |
| 10 |
163-19 |
160-12 |
3-07 |
2.0% |
1-15 |
0.9% |
13% |
False |
False |
315,488 |
| 20 |
164-12 |
157-12 |
7-00 |
4.4% |
1-20 |
1.0% |
49% |
False |
False |
382,685 |
| 40 |
164-12 |
156-23 |
7-21 |
4.8% |
1-17 |
0.9% |
53% |
False |
False |
209,799 |
| 60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-09 |
0.8% |
58% |
False |
False |
139,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-04 |
|
2.618 |
166-14 |
|
1.618 |
164-25 |
|
1.000 |
163-24 |
|
0.618 |
163-04 |
|
HIGH |
162-03 |
|
0.618 |
161-15 |
|
0.500 |
161-08 |
|
0.382 |
161-02 |
|
LOW |
160-14 |
|
0.618 |
159-13 |
|
1.000 |
158-25 |
|
1.618 |
157-24 |
|
2.618 |
156-03 |
|
4.250 |
153-13 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
161-08 |
162-00 |
| PP |
161-03 |
161-19 |
| S1 |
160-30 |
161-06 |
|