ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
160-23 |
160-20 |
-0-03 |
-0.1% |
162-20 |
| High |
161-11 |
160-28 |
-0-15 |
-0.3% |
163-19 |
| Low |
160-13 |
159-01 |
-1-12 |
-0.9% |
160-11 |
| Close |
160-21 |
159-12 |
-1-09 |
-0.8% |
160-15 |
| Range |
0-30 |
1-27 |
0-29 |
96.7% |
3-08 |
| ATR |
1-11 |
1-12 |
0-01 |
2.7% |
0-00 |
| Volume |
149,930 |
258,601 |
108,671 |
72.5% |
1,126,991 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-09 |
164-06 |
160-12 |
|
| R3 |
163-14 |
162-11 |
159-28 |
|
| R2 |
161-19 |
161-19 |
159-23 |
|
| R1 |
160-16 |
160-16 |
159-17 |
160-04 |
| PP |
159-24 |
159-24 |
159-24 |
159-18 |
| S1 |
158-21 |
158-21 |
159-07 |
158-09 |
| S2 |
157-29 |
157-29 |
159-01 |
|
| S3 |
156-02 |
156-26 |
158-28 |
|
| S4 |
154-07 |
154-31 |
158-12 |
|
|
| 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 |
161-19 |
159-01 |
2-18 |
1.6% |
1-01 |
0.6% |
13% |
False |
True |
194,391 |
| 10 |
163-19 |
159-01 |
4-18 |
2.9% |
1-07 |
0.8% |
8% |
False |
True |
259,616 |
| 20 |
164-12 |
159-01 |
5-11 |
3.4% |
1-13 |
0.9% |
6% |
False |
True |
309,716 |
| 40 |
164-12 |
157-12 |
7-00 |
4.4% |
1-15 |
0.9% |
29% |
False |
False |
234,057 |
| 60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-10 |
0.8% |
42% |
False |
False |
156,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-23 |
|
2.618 |
165-22 |
|
1.618 |
163-27 |
|
1.000 |
162-23 |
|
0.618 |
162-00 |
|
HIGH |
160-28 |
|
0.618 |
160-05 |
|
0.500 |
159-30 |
|
0.382 |
159-24 |
|
LOW |
159-01 |
|
0.618 |
157-29 |
|
1.000 |
157-06 |
|
1.618 |
156-02 |
|
2.618 |
154-07 |
|
4.250 |
151-06 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
159-30 |
160-06 |
| PP |
159-24 |
159-29 |
| S1 |
159-18 |
159-21 |
|