ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-10 |
155-14 |
0-04 |
0.1% |
155-01 |
| High |
156-09 |
155-18 |
-0-23 |
-0.5% |
156-08 |
| Low |
154-27 |
153-29 |
-0-30 |
-0.6% |
153-07 |
| Close |
155-08 |
154-11 |
-0-29 |
-0.6% |
155-30 |
| Range |
1-14 |
1-21 |
0-07 |
15.2% |
3-01 |
| ATR |
1-13 |
1-14 |
0-01 |
1.2% |
0-00 |
| Volume |
371,532 |
320,960 |
-50,572 |
-13.6% |
1,721,724 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-18 |
158-20 |
155-08 |
|
| R3 |
157-29 |
156-31 |
154-26 |
|
| R2 |
156-08 |
156-08 |
154-21 |
|
| R1 |
155-10 |
155-10 |
154-16 |
154-30 |
| PP |
154-19 |
154-19 |
154-19 |
154-14 |
| S1 |
153-21 |
153-21 |
154-06 |
153-10 |
| S2 |
152-30 |
152-30 |
154-01 |
|
| S3 |
151-09 |
152-00 |
153-28 |
|
| S4 |
149-20 |
150-11 |
153-14 |
|
|
| 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 |
153-18 |
3-01 |
2.0% |
1-15 |
1.0% |
26% |
False |
False |
360,966 |
| 10 |
156-28 |
153-07 |
3-21 |
2.4% |
1-13 |
0.9% |
31% |
False |
False |
390,251 |
| 20 |
160-28 |
153-07 |
7-21 |
5.0% |
1-13 |
0.9% |
15% |
False |
False |
365,143 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-13 |
0.9% |
10% |
False |
False |
347,988 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
10% |
False |
False |
273,448 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-10 |
0.9% |
10% |
False |
False |
205,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-19 |
|
2.618 |
159-29 |
|
1.618 |
158-08 |
|
1.000 |
157-07 |
|
0.618 |
156-19 |
|
HIGH |
155-18 |
|
0.618 |
154-30 |
|
0.500 |
154-24 |
|
0.382 |
154-17 |
|
LOW |
153-29 |
|
0.618 |
152-28 |
|
1.000 |
152-08 |
|
1.618 |
151-07 |
|
2.618 |
149-18 |
|
4.250 |
146-28 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-24 |
155-08 |
| PP |
154-19 |
154-30 |
| S1 |
154-15 |
154-21 |
|