ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
159-07 |
159-29 |
0-22 |
0.4% |
160-17 |
High |
160-04 |
160-18 |
0-14 |
0.3% |
161-11 |
Low |
159-04 |
159-22 |
0-18 |
0.4% |
159-01 |
Close |
159-28 |
160-14 |
0-18 |
0.4% |
160-14 |
Range |
1-00 |
0-28 |
-0-04 |
-12.5% |
2-10 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.5% |
0-00 |
Volume |
203,091 |
196,041 |
-7,050 |
-3.5% |
927,884 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-27 |
162-17 |
160-29 |
|
R3 |
161-31 |
161-21 |
160-22 |
|
R2 |
161-03 |
161-03 |
160-19 |
|
R1 |
160-25 |
160-25 |
160-17 |
160-30 |
PP |
160-07 |
160-07 |
160-07 |
160-10 |
S1 |
159-29 |
159-29 |
160-11 |
160-02 |
S2 |
159-11 |
159-11 |
160-09 |
|
S3 |
158-15 |
159-01 |
160-06 |
|
S4 |
157-19 |
158-05 |
159-31 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-07 |
166-04 |
161-23 |
|
R3 |
164-29 |
163-26 |
161-02 |
|
R2 |
162-19 |
162-19 |
160-28 |
|
R1 |
161-16 |
161-16 |
160-21 |
160-28 |
PP |
160-09 |
160-09 |
160-09 |
159-31 |
S1 |
159-06 |
159-06 |
160-07 |
158-18 |
S2 |
157-31 |
157-31 |
160-00 |
|
S3 |
155-21 |
156-28 |
159-26 |
|
S4 |
153-11 |
154-18 |
159-05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161-11 |
159-01 |
2-10 |
1.4% |
1-00 |
0.6% |
61% |
False |
False |
185,576 |
10 |
163-19 |
159-01 |
4-18 |
2.8% |
1-05 |
0.7% |
31% |
False |
False |
234,041 |
20 |
164-12 |
159-01 |
5-11 |
3.3% |
1-11 |
0.8% |
26% |
False |
False |
285,094 |
40 |
164-12 |
157-12 |
7-00 |
4.4% |
1-14 |
0.9% |
44% |
False |
False |
243,986 |
60 |
164-12 |
155-23 |
8-21 |
5.4% |
1-10 |
0.8% |
55% |
False |
False |
162,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164-09 |
2.618 |
162-27 |
1.618 |
161-31 |
1.000 |
161-14 |
0.618 |
161-03 |
HIGH |
160-18 |
0.618 |
160-07 |
0.500 |
160-04 |
0.382 |
160-01 |
LOW |
159-22 |
0.618 |
159-05 |
1.000 |
158-26 |
1.618 |
158-09 |
2.618 |
157-13 |
4.250 |
155-31 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
160-11 |
160-09 |
PP |
160-07 |
160-04 |
S1 |
160-04 |
159-30 |
|