ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
157-03 |
156-06 |
-0-29 |
-0.6% |
160-17 |
High |
157-10 |
156-20 |
-0-22 |
-0.4% |
161-11 |
Low |
156-05 |
155-15 |
-0-22 |
-0.4% |
159-01 |
Close |
156-12 |
155-30 |
-0-14 |
-0.3% |
160-14 |
Range |
1-05 |
1-05 |
0-00 |
0.0% |
2-10 |
ATR |
1-14 |
1-13 |
-0-01 |
-1.4% |
0-00 |
Volume |
381,494 |
390,836 |
9,342 |
2.4% |
927,884 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-15 |
158-28 |
156-18 |
|
R3 |
158-10 |
157-23 |
156-08 |
|
R2 |
157-05 |
157-05 |
156-05 |
|
R1 |
156-18 |
156-18 |
156-01 |
156-09 |
PP |
156-00 |
156-00 |
156-00 |
155-28 |
S1 |
155-13 |
155-13 |
155-27 |
155-04 |
S2 |
154-27 |
154-27 |
155-23 |
|
S3 |
153-22 |
154-08 |
155-20 |
|
S4 |
152-17 |
153-03 |
155-10 |
|
|
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 |
155-15 |
5-03 |
3.3% |
1-16 |
1.0% |
9% |
False |
True |
351,817 |
10 |
161-18 |
155-15 |
6-03 |
3.9% |
1-09 |
0.8% |
8% |
False |
True |
270,093 |
20 |
163-19 |
155-15 |
8-04 |
5.2% |
1-09 |
0.8% |
6% |
False |
True |
284,345 |
40 |
164-12 |
155-15 |
8-29 |
5.7% |
1-15 |
0.9% |
5% |
False |
True |
282,682 |
60 |
164-12 |
155-15 |
8-29 |
5.7% |
1-12 |
0.9% |
5% |
False |
True |
188,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-17 |
2.618 |
159-21 |
1.618 |
158-16 |
1.000 |
157-25 |
0.618 |
157-11 |
HIGH |
156-20 |
0.618 |
156-06 |
0.500 |
156-02 |
0.382 |
155-29 |
LOW |
155-15 |
0.618 |
154-24 |
1.000 |
154-10 |
1.618 |
153-19 |
2.618 |
152-14 |
4.250 |
150-18 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
156-02 |
156-24 |
PP |
156-00 |
156-16 |
S1 |
155-31 |
156-07 |
|