ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-01 |
153-21 |
-1-12 |
-0.9% |
155-05 |
| High |
155-01 |
154-19 |
-0-14 |
-0.3% |
156-28 |
| Low |
153-16 |
153-07 |
-0-09 |
-0.2% |
154-19 |
| Close |
153-22 |
154-18 |
0-28 |
0.6% |
155-11 |
| Range |
1-17 |
1-12 |
-0-05 |
-10.2% |
2-09 |
| ATR |
1-13 |
1-12 |
0-00 |
-0.1% |
0-00 |
| Volume |
558,559 |
469,861 |
-88,698 |
-15.9% |
1,787,185 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-08 |
157-25 |
155-10 |
|
| R3 |
156-28 |
156-13 |
154-30 |
|
| R2 |
155-16 |
155-16 |
154-26 |
|
| R1 |
155-01 |
155-01 |
154-22 |
155-08 |
| PP |
154-04 |
154-04 |
154-04 |
154-08 |
| S1 |
153-21 |
153-21 |
154-14 |
153-28 |
| S2 |
152-24 |
152-24 |
154-10 |
|
| S3 |
151-12 |
152-09 |
154-06 |
|
| S4 |
150-00 |
150-29 |
153-26 |
|
|
| 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 |
153-07 |
3-21 |
2.4% |
1-11 |
0.9% |
37% |
False |
True |
419,537 |
| 10 |
157-10 |
153-07 |
4-03 |
2.6% |
1-09 |
0.8% |
33% |
False |
True |
404,957 |
| 20 |
162-03 |
153-07 |
8-28 |
5.7% |
1-09 |
0.8% |
15% |
False |
True |
328,717 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
12% |
False |
True |
359,414 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
12% |
False |
True |
243,389 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-09 |
0.8% |
12% |
False |
True |
182,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-14 |
|
2.618 |
158-06 |
|
1.618 |
156-26 |
|
1.000 |
155-31 |
|
0.618 |
155-14 |
|
HIGH |
154-19 |
|
0.618 |
154-02 |
|
0.500 |
153-29 |
|
0.382 |
153-24 |
|
LOW |
153-07 |
|
0.618 |
152-12 |
|
1.000 |
151-27 |
|
1.618 |
151-00 |
|
2.618 |
149-20 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-11 |
154-29 |
| PP |
154-04 |
154-25 |
| S1 |
153-29 |
154-22 |
|