ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
156-18 |
155-01 |
-1-17 |
-1.0% |
155-05 |
| High |
156-19 |
155-01 |
-1-18 |
-1.0% |
156-28 |
| Low |
154-31 |
153-16 |
-1-15 |
-0.9% |
154-19 |
| Close |
155-11 |
153-22 |
-1-21 |
-1.1% |
155-11 |
| Range |
1-20 |
1-17 |
-0-03 |
-5.8% |
2-09 |
| ATR |
1-11 |
1-13 |
0-01 |
2.6% |
0-00 |
| Volume |
408,720 |
558,559 |
149,839 |
36.7% |
1,787,185 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-21 |
157-23 |
154-17 |
|
| R3 |
157-04 |
156-06 |
154-03 |
|
| R2 |
155-19 |
155-19 |
153-31 |
|
| R1 |
154-21 |
154-21 |
153-26 |
154-12 |
| PP |
154-02 |
154-02 |
154-02 |
153-30 |
| S1 |
153-04 |
153-04 |
153-18 |
152-26 |
| S2 |
152-17 |
152-17 |
153-13 |
|
| S3 |
151-00 |
151-19 |
153-09 |
|
| S4 |
149-15 |
150-02 |
152-27 |
|
|
| 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 |
153-16 |
3-12 |
2.2% |
1-07 |
0.8% |
6% |
False |
True |
393,702 |
| 10 |
158-02 |
153-16 |
4-18 |
3.0% |
1-10 |
0.9% |
4% |
False |
True |
402,094 |
| 20 |
163-19 |
153-16 |
10-03 |
6.6% |
1-10 |
0.9% |
2% |
False |
True |
321,265 |
| 40 |
164-12 |
153-16 |
10-28 |
7.1% |
1-15 |
0.9% |
2% |
False |
True |
350,070 |
| 60 |
164-12 |
153-16 |
10-28 |
7.1% |
1-14 |
0.9% |
2% |
False |
True |
235,559 |
| 80 |
164-12 |
153-16 |
10-28 |
7.1% |
1-09 |
0.8% |
2% |
False |
True |
176,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-17 |
|
2.618 |
159-01 |
|
1.618 |
157-16 |
|
1.000 |
156-18 |
|
0.618 |
155-31 |
|
HIGH |
155-01 |
|
0.618 |
154-14 |
|
0.500 |
154-08 |
|
0.382 |
154-03 |
|
LOW |
153-16 |
|
0.618 |
152-18 |
|
1.000 |
151-31 |
|
1.618 |
151-01 |
|
2.618 |
149-16 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-08 |
155-06 |
| PP |
154-02 |
154-22 |
| S1 |
153-28 |
154-06 |
|