ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
153-21 |
153-24 |
0-03 |
0.1% |
155-05 |
| High |
154-19 |
154-31 |
0-12 |
0.2% |
156-28 |
| Low |
153-07 |
153-18 |
0-11 |
0.2% |
154-19 |
| Close |
154-18 |
154-15 |
-0-03 |
-0.1% |
155-11 |
| Range |
1-12 |
1-13 |
0-01 |
2.3% |
2-09 |
| ATR |
1-12 |
1-13 |
0-00 |
0.1% |
0-00 |
| Volume |
469,861 |
272,441 |
-197,420 |
-42.0% |
1,787,185 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-18 |
157-29 |
155-08 |
|
| R3 |
157-05 |
156-16 |
154-27 |
|
| R2 |
155-24 |
155-24 |
154-23 |
|
| R1 |
155-03 |
155-03 |
154-19 |
155-14 |
| PP |
154-11 |
154-11 |
154-11 |
154-16 |
| S1 |
153-22 |
153-22 |
154-11 |
154-00 |
| S2 |
152-30 |
152-30 |
154-07 |
|
| S3 |
151-17 |
152-09 |
154-03 |
|
| S4 |
150-04 |
150-28 |
153-22 |
|
|
| 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% |
1-14 |
0.9% |
34% |
False |
False |
406,520 |
| 10 |
156-28 |
153-07 |
3-21 |
2.4% |
1-10 |
0.8% |
34% |
False |
False |
394,052 |
| 20 |
161-19 |
153-07 |
8-12 |
5.4% |
1-09 |
0.8% |
15% |
False |
False |
324,191 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
11% |
False |
False |
353,438 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
11% |
False |
False |
247,930 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-09 |
0.8% |
11% |
False |
False |
185,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-30 |
|
2.618 |
158-21 |
|
1.618 |
157-08 |
|
1.000 |
156-12 |
|
0.618 |
155-27 |
|
HIGH |
154-31 |
|
0.618 |
154-14 |
|
0.500 |
154-08 |
|
0.382 |
154-03 |
|
LOW |
153-18 |
|
0.618 |
152-22 |
|
1.000 |
152-05 |
|
1.618 |
151-09 |
|
2.618 |
149-28 |
|
4.250 |
147-19 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-13 |
154-11 |
| PP |
154-11 |
154-08 |
| S1 |
154-08 |
154-04 |
|