ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
155-12 |
155-19 |
0-07 |
0.1% |
155-22 |
| High |
155-30 |
155-30 |
0-00 |
0.0% |
156-19 |
| Low |
154-15 |
154-31 |
0-16 |
0.3% |
153-29 |
| Close |
155-24 |
155-20 |
-0-04 |
-0.1% |
155-24 |
| Range |
1-15 |
0-31 |
-0-16 |
-34.0% |
2-22 |
| ATR |
1-15 |
1-13 |
-0-01 |
-2.4% |
0-00 |
| Volume |
336,459 |
377,257 |
40,798 |
12.1% |
1,836,848 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-13 |
158-00 |
156-05 |
|
| R3 |
157-14 |
157-01 |
155-29 |
|
| R2 |
156-15 |
156-15 |
155-26 |
|
| R1 |
156-02 |
156-02 |
155-23 |
156-08 |
| PP |
155-16 |
155-16 |
155-16 |
155-20 |
| S1 |
155-03 |
155-03 |
155-17 |
155-10 |
| S2 |
154-17 |
154-17 |
155-14 |
|
| S3 |
153-18 |
154-04 |
155-11 |
|
| S4 |
152-19 |
153-05 |
155-03 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-15 |
162-10 |
157-07 |
|
| R3 |
160-25 |
159-20 |
156-16 |
|
| R2 |
158-03 |
158-03 |
156-08 |
|
| R1 |
156-30 |
156-30 |
156-00 |
157-16 |
| PP |
155-13 |
155-13 |
155-13 |
155-23 |
| S1 |
154-08 |
154-08 |
155-16 |
154-26 |
| S2 |
152-23 |
152-23 |
155-08 |
|
| S3 |
150-01 |
151-18 |
155-00 |
|
| S4 |
147-11 |
148-28 |
154-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-09 |
153-29 |
2-12 |
1.5% |
1-14 |
0.9% |
72% |
False |
False |
359,014 |
| 10 |
156-19 |
153-07 |
3-12 |
2.2% |
1-14 |
0.9% |
71% |
False |
False |
393,582 |
| 20 |
160-05 |
153-07 |
6-30 |
4.5% |
1-14 |
0.9% |
35% |
False |
False |
387,385 |
| 40 |
164-12 |
153-07 |
11-05 |
7.2% |
1-12 |
0.9% |
22% |
False |
False |
336,239 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
22% |
False |
False |
291,786 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-11 |
0.9% |
22% |
False |
False |
218,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-02 |
|
2.618 |
158-15 |
|
1.618 |
157-16 |
|
1.000 |
156-29 |
|
0.618 |
156-17 |
|
HIGH |
155-30 |
|
0.618 |
155-18 |
|
0.500 |
155-14 |
|
0.382 |
155-11 |
|
LOW |
154-31 |
|
0.618 |
154-12 |
|
1.000 |
154-00 |
|
1.618 |
153-13 |
|
2.618 |
152-14 |
|
4.250 |
150-27 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-14 |
| PP |
155-16 |
155-08 |
| S1 |
155-14 |
155-02 |
|