ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
160-00 |
157-26 |
-2-06 |
-1.4% |
160-17 |
| High |
160-05 |
158-02 |
-2-03 |
-1.3% |
161-11 |
| Low |
157-16 |
156-13 |
-1-03 |
-0.7% |
159-01 |
| Close |
157-29 |
156-26 |
-1-03 |
-0.7% |
160-14 |
| Range |
2-21 |
1-21 |
-1-00 |
-37.6% |
2-10 |
| ATR |
1-14 |
1-14 |
0-01 |
1.1% |
0-00 |
| Volume |
349,493 |
441,225 |
91,732 |
26.2% |
927,884 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-02 |
161-03 |
157-23 |
|
| R3 |
160-13 |
159-14 |
157-09 |
|
| R2 |
158-24 |
158-24 |
157-04 |
|
| R1 |
157-25 |
157-25 |
156-31 |
157-14 |
| PP |
157-03 |
157-03 |
157-03 |
156-30 |
| S1 |
156-04 |
156-04 |
156-21 |
155-25 |
| S2 |
155-14 |
155-14 |
156-16 |
|
| S3 |
153-25 |
154-15 |
156-11 |
|
| S4 |
152-04 |
152-26 |
155-29 |
|
|
| 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 |
160-28 |
156-13 |
4-15 |
2.8% |
1-19 |
1.0% |
9% |
False |
True |
289,690 |
| 10 |
162-03 |
156-13 |
5-22 |
3.6% |
1-09 |
0.8% |
7% |
False |
True |
252,476 |
| 20 |
163-19 |
156-13 |
7-06 |
4.6% |
1-11 |
0.9% |
6% |
False |
True |
281,466 |
| 40 |
164-12 |
156-13 |
7-31 |
5.1% |
1-15 |
0.9% |
5% |
False |
True |
263,705 |
| 60 |
164-12 |
155-23 |
8-21 |
5.5% |
1-12 |
0.9% |
13% |
False |
False |
175,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-03 |
|
2.618 |
162-13 |
|
1.618 |
160-24 |
|
1.000 |
159-23 |
|
0.618 |
159-03 |
|
HIGH |
158-02 |
|
0.618 |
157-14 |
|
0.500 |
157-08 |
|
0.382 |
157-01 |
|
LOW |
156-13 |
|
0.618 |
155-12 |
|
1.000 |
154-24 |
|
1.618 |
153-23 |
|
2.618 |
152-02 |
|
4.250 |
149-12 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
157-08 |
158-16 |
| PP |
157-03 |
157-30 |
| S1 |
156-30 |
157-12 |
|