ECBOT 30 Year Treasury Bond Future March 2022
Trading Metrics calculated at close of trading on 14-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
155-24 |
156-18 |
0-26 |
0.5% |
155-05 |
High |
156-28 |
156-19 |
-0-09 |
-0.2% |
156-28 |
Low |
155-18 |
154-31 |
-0-19 |
-0.4% |
154-19 |
Close |
156-17 |
155-11 |
-1-06 |
-0.8% |
155-11 |
Range |
1-10 |
1-20 |
0-10 |
23.8% |
2-09 |
ATR |
1-11 |
1-11 |
0-01 |
1.5% |
0-00 |
Volume |
323,021 |
408,720 |
85,699 |
26.5% |
1,787,185 |
|
Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-16 |
159-18 |
156-08 |
|
R3 |
158-28 |
157-30 |
155-25 |
|
R2 |
157-08 |
157-08 |
155-21 |
|
R1 |
156-10 |
156-10 |
155-16 |
155-31 |
PP |
155-20 |
155-20 |
155-20 |
155-15 |
S1 |
154-22 |
154-22 |
155-06 |
154-11 |
S2 |
154-00 |
154-00 |
155-01 |
|
S3 |
152-12 |
153-02 |
154-29 |
|
S4 |
150-24 |
151-14 |
154-14 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-14 |
161-06 |
156-19 |
|
R3 |
160-05 |
158-29 |
155-31 |
|
R2 |
157-28 |
157-28 |
155-24 |
|
R1 |
156-20 |
156-20 |
155-18 |
157-08 |
PP |
155-19 |
155-19 |
155-19 |
155-30 |
S1 |
154-11 |
154-11 |
155-04 |
154-31 |
S2 |
153-10 |
153-10 |
154-30 |
|
S3 |
151-01 |
152-02 |
154-23 |
|
S4 |
148-24 |
149-25 |
154-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156-28 |
154-19 |
2-09 |
1.5% |
1-05 |
0.8% |
33% |
False |
False |
357,437 |
10 |
160-05 |
154-19 |
5-18 |
3.6% |
1-14 |
0.9% |
13% |
False |
False |
381,187 |
20 |
163-19 |
154-19 |
9-00 |
5.8% |
1-09 |
0.8% |
8% |
False |
False |
307,614 |
40 |
164-12 |
154-19 |
9-25 |
6.3% |
1-14 |
0.9% |
8% |
False |
False |
337,866 |
60 |
164-12 |
154-19 |
9-25 |
6.3% |
1-13 |
0.9% |
8% |
False |
False |
226,250 |
80 |
164-12 |
154-19 |
9-25 |
6.3% |
1-09 |
0.8% |
8% |
False |
False |
169,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-16 |
2.618 |
160-27 |
1.618 |
159-07 |
1.000 |
158-07 |
0.618 |
157-19 |
HIGH |
156-19 |
0.618 |
155-31 |
0.500 |
155-25 |
0.382 |
155-19 |
LOW |
154-31 |
0.618 |
153-31 |
1.000 |
153-11 |
1.618 |
152-11 |
2.618 |
150-23 |
4.250 |
148-02 |
|
|
Fisher Pivots for day following 14-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
155-25 |
155-30 |
PP |
155-20 |
155-23 |
S1 |
155-16 |
155-17 |
|