ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
157-26 |
157-03 |
-0-23 |
-0.5% |
160-17 |
| High |
158-02 |
157-10 |
-0-24 |
-0.5% |
161-11 |
| Low |
156-13 |
156-05 |
-0-08 |
-0.2% |
159-01 |
| Close |
156-26 |
156-12 |
-0-14 |
-0.3% |
160-14 |
| Range |
1-21 |
1-05 |
-0-16 |
-30.2% |
2-10 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
441,225 |
381,494 |
-59,731 |
-13.5% |
927,884 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-03 |
159-12 |
157-00 |
|
| R3 |
158-30 |
158-07 |
156-22 |
|
| R2 |
157-25 |
157-25 |
156-19 |
|
| R1 |
157-02 |
157-02 |
156-15 |
156-27 |
| PP |
156-20 |
156-20 |
156-20 |
156-16 |
| S1 |
155-29 |
155-29 |
156-09 |
155-22 |
| S2 |
155-15 |
155-15 |
156-05 |
|
| S3 |
154-10 |
154-24 |
156-02 |
|
| S4 |
153-05 |
153-19 |
155-24 |
|
|
| 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 |
160-18 |
156-05 |
4-13 |
2.8% |
1-15 |
0.9% |
5% |
False |
True |
314,268 |
| 10 |
161-19 |
156-05 |
5-14 |
3.5% |
1-08 |
0.8% |
4% |
False |
True |
254,329 |
| 20 |
163-19 |
156-05 |
7-14 |
4.8% |
1-12 |
0.9% |
3% |
False |
True |
284,909 |
| 40 |
164-12 |
156-05 |
8-07 |
5.3% |
1-15 |
0.9% |
3% |
False |
True |
273,153 |
| 60 |
164-12 |
155-23 |
8-21 |
5.5% |
1-12 |
0.9% |
8% |
False |
False |
182,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
160-11 |
|
1.618 |
159-06 |
|
1.000 |
158-15 |
|
0.618 |
158-01 |
|
HIGH |
157-10 |
|
0.618 |
156-28 |
|
0.500 |
156-24 |
|
0.382 |
156-19 |
|
LOW |
156-05 |
|
0.618 |
155-14 |
|
1.000 |
155-00 |
|
1.618 |
154-09 |
|
2.618 |
153-04 |
|
4.250 |
151-08 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
156-24 |
158-05 |
| PP |
156-20 |
157-18 |
| S1 |
156-16 |
156-31 |
|