ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-05 |
155-19 |
0-14 |
0.3% |
160-00 |
| High |
155-26 |
156-03 |
0-09 |
0.2% |
160-05 |
| Low |
154-19 |
155-09 |
0-22 |
0.4% |
154-20 |
| Close |
155-11 |
155-30 |
0-19 |
0.4% |
155-04 |
| Range |
1-07 |
0-26 |
-0-13 |
-33.3% |
5-17 |
| ATR |
1-13 |
1-12 |
-0-01 |
-3.0% |
0-00 |
| Volume |
377,234 |
340,686 |
-36,548 |
-9.7% |
2,024,691 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-28 |
156-12 |
|
| R3 |
157-13 |
157-02 |
156-05 |
|
| R2 |
156-19 |
156-19 |
156-03 |
|
| R1 |
156-08 |
156-08 |
156-00 |
156-14 |
| PP |
155-25 |
155-25 |
155-25 |
155-27 |
| S1 |
155-14 |
155-14 |
155-28 |
155-20 |
| S2 |
154-31 |
154-31 |
155-25 |
|
| S3 |
154-05 |
154-20 |
155-23 |
|
| S4 |
153-11 |
153-26 |
155-16 |
|
|
| 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 |
157-10 |
154-19 |
2-23 |
1.7% |
1-07 |
0.8% |
49% |
False |
False |
390,378 |
| 10 |
160-28 |
154-19 |
6-09 |
4.0% |
1-13 |
0.9% |
21% |
False |
False |
340,034 |
| 20 |
163-19 |
154-19 |
9-00 |
5.8% |
1-09 |
0.8% |
15% |
False |
False |
300,138 |
| 40 |
164-12 |
154-19 |
9-25 |
6.3% |
1-14 |
0.9% |
14% |
False |
False |
311,854 |
| 60 |
164-12 |
154-19 |
9-25 |
6.3% |
1-13 |
0.9% |
14% |
False |
False |
208,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-18 |
|
2.618 |
158-07 |
|
1.618 |
157-13 |
|
1.000 |
156-29 |
|
0.618 |
156-19 |
|
HIGH |
156-03 |
|
0.618 |
155-25 |
|
0.500 |
155-22 |
|
0.382 |
155-19 |
|
LOW |
155-09 |
|
0.618 |
154-25 |
|
1.000 |
154-15 |
|
1.618 |
153-31 |
|
2.618 |
153-05 |
|
4.250 |
151-26 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-27 |
155-25 |
| PP |
155-25 |
155-20 |
| S1 |
155-22 |
155-16 |
|