ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 07-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
156-06 |
156-04 |
-0-02 |
0.0% |
160-00 |
High |
156-20 |
156-12 |
-0-08 |
-0.2% |
160-05 |
Low |
155-15 |
154-20 |
-0-27 |
-0.5% |
154-20 |
Close |
155-30 |
155-04 |
-0-26 |
-0.5% |
155-04 |
Range |
1-05 |
1-24 |
0-19 |
51.4% |
5-17 |
ATR |
1-13 |
1-14 |
0-01 |
1.7% |
0-00 |
Volume |
390,836 |
461,643 |
70,807 |
18.1% |
2,024,691 |
|
Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-20 |
159-20 |
156-03 |
|
R3 |
158-28 |
157-28 |
155-19 |
|
R2 |
157-04 |
157-04 |
155-14 |
|
R1 |
156-04 |
156-04 |
155-09 |
155-24 |
PP |
155-12 |
155-12 |
155-12 |
155-06 |
S1 |
154-12 |
154-12 |
154-31 |
154-00 |
S2 |
153-20 |
153-20 |
154-26 |
|
S3 |
151-28 |
152-20 |
154-21 |
|
S4 |
150-04 |
150-28 |
154-05 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-07 |
169-23 |
158-05 |
|
R3 |
167-22 |
164-06 |
156-21 |
|
R2 |
162-05 |
162-05 |
156-04 |
|
R1 |
158-21 |
158-21 |
155-20 |
157-20 |
PP |
156-20 |
156-20 |
156-20 |
156-04 |
S1 |
153-04 |
153-04 |
154-20 |
152-04 |
S2 |
151-03 |
151-03 |
154-04 |
|
S3 |
145-18 |
147-19 |
153-19 |
|
S4 |
140-01 |
142-02 |
152-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160-05 |
154-20 |
5-17 |
3.6% |
1-22 |
1.1% |
9% |
False |
True |
404,938 |
10 |
161-11 |
154-20 |
6-23 |
4.3% |
1-11 |
0.9% |
7% |
False |
True |
295,257 |
20 |
163-19 |
154-20 |
8-31 |
5.8% |
1-10 |
0.9% |
6% |
False |
True |
291,325 |
40 |
164-12 |
154-20 |
9-24 |
6.3% |
1-14 |
0.9% |
5% |
False |
True |
294,106 |
60 |
164-12 |
154-20 |
9-24 |
6.3% |
1-13 |
0.9% |
5% |
False |
True |
196,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-26 |
2.618 |
160-31 |
1.618 |
159-07 |
1.000 |
158-04 |
0.618 |
157-15 |
HIGH |
156-12 |
0.618 |
155-23 |
0.500 |
155-16 |
0.382 |
155-09 |
LOW |
154-20 |
0.618 |
153-17 |
1.000 |
152-28 |
1.618 |
151-25 |
2.618 |
150-01 |
4.250 |
147-06 |
|
|
Fisher Pivots for day following 07-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
155-16 |
155-31 |
PP |
155-12 |
155-22 |
S1 |
155-08 |
155-13 |
|