ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-14 |
154-07 |
-1-07 |
-0.8% |
155-01 |
| High |
155-18 |
155-27 |
0-09 |
0.2% |
156-08 |
| Low |
153-29 |
154-05 |
0-08 |
0.2% |
153-07 |
| Close |
154-11 |
155-13 |
1-02 |
0.7% |
155-30 |
| Range |
1-21 |
1-22 |
0-01 |
1.9% |
3-01 |
| ATR |
1-14 |
1-14 |
0-01 |
1.3% |
0-00 |
| Volume |
320,960 |
388,862 |
67,902 |
21.2% |
1,721,724 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-06 |
159-16 |
156-11 |
|
| R3 |
158-16 |
157-26 |
155-28 |
|
| R2 |
156-26 |
156-26 |
155-23 |
|
| R1 |
156-04 |
156-04 |
155-18 |
156-15 |
| PP |
155-04 |
155-04 |
155-04 |
155-10 |
| S1 |
154-14 |
154-14 |
155-08 |
154-25 |
| S2 |
153-14 |
153-14 |
155-03 |
|
| S3 |
151-24 |
152-24 |
154-30 |
|
| S4 |
150-02 |
151-02 |
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 |
153-29 |
2-22 |
1.7% |
1-17 |
1.0% |
56% |
False |
False |
384,250 |
| 10 |
156-28 |
153-07 |
3-21 |
2.4% |
1-16 |
1.0% |
60% |
False |
False |
395,385 |
| 20 |
160-18 |
153-07 |
7-11 |
4.7% |
1-13 |
0.9% |
30% |
False |
False |
371,656 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-13 |
0.9% |
20% |
False |
False |
340,686 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
20% |
False |
False |
279,923 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-11 |
0.9% |
20% |
False |
False |
209,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-00 |
|
2.618 |
160-08 |
|
1.618 |
158-18 |
|
1.000 |
157-17 |
|
0.618 |
156-28 |
|
HIGH |
155-27 |
|
0.618 |
155-06 |
|
0.500 |
155-00 |
|
0.382 |
154-26 |
|
LOW |
154-05 |
|
0.618 |
153-04 |
|
1.000 |
152-15 |
|
1.618 |
151-14 |
|
2.618 |
149-24 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-09 |
155-10 |
| PP |
155-04 |
155-06 |
| S1 |
155-00 |
155-03 |
|