ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-22 |
155-10 |
-0-12 |
-0.2% |
155-01 |
| High |
156-19 |
156-09 |
-0-10 |
-0.2% |
156-08 |
| Low |
155-07 |
154-27 |
-0-12 |
-0.2% |
153-07 |
| Close |
155-29 |
155-08 |
-0-21 |
-0.4% |
155-30 |
| Range |
1-12 |
1-14 |
0-02 |
4.5% |
3-01 |
| ATR |
1-13 |
1-13 |
0-00 |
0.1% |
0-00 |
| Volume |
419,035 |
371,532 |
-47,503 |
-11.3% |
1,721,724 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-25 |
158-30 |
156-01 |
|
| R3 |
158-11 |
157-16 |
155-21 |
|
| R2 |
156-29 |
156-29 |
155-16 |
|
| R1 |
156-02 |
156-02 |
155-12 |
155-24 |
| PP |
155-15 |
155-15 |
155-15 |
155-10 |
| S1 |
154-20 |
154-20 |
155-04 |
154-10 |
| S2 |
154-01 |
154-01 |
155-00 |
|
| S3 |
152-19 |
153-06 |
154-27 |
|
| S4 |
151-05 |
151-24 |
154-15 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-07 |
163-04 |
157-19 |
|
| R3 |
161-06 |
160-03 |
156-25 |
|
| R2 |
158-05 |
158-05 |
156-16 |
|
| R1 |
157-02 |
157-02 |
156-07 |
157-20 |
| PP |
155-04 |
155-04 |
155-04 |
155-13 |
| S1 |
154-01 |
154-01 |
155-21 |
154-18 |
| S2 |
152-03 |
152-03 |
155-12 |
|
| S3 |
149-02 |
151-00 |
155-03 |
|
| S4 |
146-01 |
147-31 |
154-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-19 |
153-07 |
3-12 |
2.2% |
1-13 |
0.9% |
60% |
False |
False |
390,746 |
| 10 |
156-28 |
153-07 |
3-21 |
2.4% |
1-10 |
0.9% |
56% |
False |
False |
392,224 |
| 20 |
161-11 |
153-07 |
8-04 |
5.2% |
1-12 |
0.9% |
25% |
False |
False |
356,591 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-13 |
0.9% |
18% |
False |
False |
349,843 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
18% |
False |
False |
268,110 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-10 |
0.8% |
18% |
False |
False |
201,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-12 |
|
2.618 |
160-01 |
|
1.618 |
158-19 |
|
1.000 |
157-23 |
|
0.618 |
157-05 |
|
HIGH |
156-09 |
|
0.618 |
155-23 |
|
0.500 |
155-18 |
|
0.382 |
155-13 |
|
LOW |
154-27 |
|
0.618 |
153-31 |
|
1.000 |
153-13 |
|
1.618 |
152-17 |
|
2.618 |
151-03 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-22 |
| PP |
155-15 |
155-17 |
| S1 |
155-11 |
155-13 |
|