ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
156-04 |
155-05 |
-0-31 |
-0.6% |
160-00 |
| High |
156-12 |
155-26 |
-0-18 |
-0.4% |
160-05 |
| Low |
154-20 |
154-19 |
-0-01 |
0.0% |
154-20 |
| Close |
155-04 |
155-11 |
0-07 |
0.1% |
155-04 |
| Range |
1-24 |
1-07 |
-0-17 |
-30.4% |
5-17 |
| ATR |
1-14 |
1-13 |
0-00 |
-1.1% |
0-00 |
| Volume |
461,643 |
377,234 |
-84,409 |
-18.3% |
2,024,691 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-11 |
156-00 |
|
| R3 |
157-22 |
157-04 |
155-22 |
|
| R2 |
156-15 |
156-15 |
155-18 |
|
| R1 |
155-29 |
155-29 |
155-15 |
156-06 |
| PP |
155-08 |
155-08 |
155-08 |
155-12 |
| S1 |
154-22 |
154-22 |
155-07 |
154-31 |
| S2 |
154-01 |
154-01 |
155-04 |
|
| S3 |
152-26 |
153-15 |
155-00 |
|
| S4 |
151-19 |
152-08 |
154-22 |
|
|
| 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 |
158-02 |
154-19 |
3-15 |
2.2% |
1-12 |
0.9% |
22% |
False |
True |
410,486 |
| 10 |
161-11 |
154-19 |
6-24 |
4.3% |
1-14 |
0.9% |
11% |
False |
True |
320,958 |
| 20 |
163-19 |
154-19 |
9-00 |
5.8% |
1-10 |
0.9% |
8% |
False |
True |
294,333 |
| 40 |
164-12 |
154-19 |
9-25 |
6.3% |
1-15 |
0.9% |
8% |
False |
True |
303,524 |
| 60 |
164-12 |
154-19 |
9-25 |
6.3% |
1-13 |
0.9% |
8% |
False |
True |
202,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-00 |
|
2.618 |
159-00 |
|
1.618 |
157-25 |
|
1.000 |
157-01 |
|
0.618 |
156-18 |
|
HIGH |
155-26 |
|
0.618 |
155-11 |
|
0.500 |
155-06 |
|
0.382 |
155-02 |
|
LOW |
154-19 |
|
0.618 |
153-27 |
|
1.000 |
153-12 |
|
1.618 |
152-20 |
|
2.618 |
151-13 |
|
4.250 |
149-13 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
155-20 |
| PP |
155-08 |
155-17 |
| S1 |
155-06 |
155-14 |
|