ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
160-17 |
160-23 |
0-06 |
0.1% |
162-20 |
| High |
160-29 |
161-11 |
0-14 |
0.3% |
163-19 |
| Low |
160-17 |
160-13 |
-0-04 |
-0.1% |
160-11 |
| Close |
160-24 |
160-21 |
-0-03 |
-0.1% |
160-15 |
| Range |
0-12 |
0-30 |
0-18 |
150.0% |
3-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
120,221 |
149,930 |
29,709 |
24.7% |
1,126,991 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-20 |
163-02 |
161-06 |
|
| R3 |
162-22 |
162-04 |
160-29 |
|
| R2 |
161-24 |
161-24 |
160-26 |
|
| R1 |
161-06 |
161-06 |
160-24 |
161-00 |
| PP |
160-26 |
160-26 |
160-26 |
160-22 |
| S1 |
160-08 |
160-08 |
160-18 |
160-02 |
| S2 |
159-28 |
159-28 |
160-16 |
|
| S3 |
158-30 |
159-10 |
160-13 |
|
| S4 |
158-00 |
158-12 |
160-04 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-07 |
169-03 |
162-08 |
|
| R3 |
167-31 |
165-27 |
161-12 |
|
| R2 |
164-23 |
164-23 |
161-02 |
|
| R1 |
162-19 |
162-19 |
160-25 |
162-01 |
| PP |
161-15 |
161-15 |
161-15 |
161-06 |
| S1 |
159-11 |
159-11 |
160-05 |
158-25 |
| S2 |
158-07 |
158-07 |
159-28 |
|
| S3 |
154-31 |
156-03 |
159-18 |
|
| S4 |
151-23 |
152-27 |
158-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-03 |
160-11 |
1-24 |
1.1% |
0-31 |
0.6% |
18% |
False |
False |
215,263 |
| 10 |
163-19 |
160-11 |
3-08 |
2.0% |
1-04 |
0.7% |
10% |
False |
False |
260,242 |
| 20 |
164-12 |
160-11 |
4-01 |
2.5% |
1-13 |
0.9% |
8% |
False |
False |
330,834 |
| 40 |
164-12 |
157-12 |
7-00 |
4.4% |
1-14 |
0.9% |
47% |
False |
False |
227,601 |
| 60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-09 |
0.8% |
57% |
False |
False |
151,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-10 |
|
2.618 |
163-26 |
|
1.618 |
162-28 |
|
1.000 |
162-09 |
|
0.618 |
161-30 |
|
HIGH |
161-11 |
|
0.618 |
161-00 |
|
0.500 |
160-28 |
|
0.382 |
160-24 |
|
LOW |
160-13 |
|
0.618 |
159-26 |
|
1.000 |
159-15 |
|
1.618 |
158-28 |
|
2.618 |
157-30 |
|
4.250 |
156-14 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
160-28 |
160-30 |
| PP |
160-26 |
160-27 |
| S1 |
160-23 |
160-24 |
|