ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
155-19 |
155-17 |
-0-02 |
0.0% |
155-22 |
| High |
155-30 |
156-10 |
0-12 |
0.2% |
156-19 |
| Low |
154-31 |
154-25 |
-0-06 |
-0.1% |
153-29 |
| Close |
155-20 |
155-10 |
-0-10 |
-0.2% |
155-24 |
| Range |
0-31 |
1-17 |
0-18 |
58.1% |
2-22 |
| ATR |
1-13 |
1-14 |
0-00 |
0.6% |
0-00 |
| Volume |
377,257 |
321,344 |
-55,913 |
-14.8% |
1,836,848 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
159-07 |
156-05 |
|
| R3 |
158-17 |
157-22 |
155-23 |
|
| R2 |
157-00 |
157-00 |
155-19 |
|
| R1 |
156-05 |
156-05 |
155-14 |
155-26 |
| PP |
155-15 |
155-15 |
155-15 |
155-10 |
| S1 |
154-20 |
154-20 |
155-06 |
154-09 |
| S2 |
153-30 |
153-30 |
155-01 |
|
| S3 |
152-13 |
153-03 |
154-29 |
|
| S4 |
150-28 |
151-18 |
154-15 |
|
|
| 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 |
156-10 |
153-29 |
2-13 |
1.5% |
1-15 |
0.9% |
58% |
True |
False |
348,976 |
| 10 |
156-19 |
153-07 |
3-12 |
2.2% |
1-14 |
0.9% |
62% |
False |
False |
369,861 |
| 20 |
158-02 |
153-07 |
4-27 |
3.1% |
1-12 |
0.9% |
43% |
False |
False |
385,977 |
| 40 |
163-30 |
153-07 |
10-23 |
6.9% |
1-12 |
0.9% |
20% |
False |
False |
331,072 |
| 60 |
164-12 |
153-07 |
11-05 |
7.2% |
1-14 |
0.9% |
19% |
False |
False |
297,128 |
| 80 |
164-12 |
153-07 |
11-05 |
7.2% |
1-11 |
0.9% |
19% |
False |
False |
222,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-26 |
|
2.618 |
160-10 |
|
1.618 |
158-25 |
|
1.000 |
157-27 |
|
0.618 |
157-08 |
|
HIGH |
156-10 |
|
0.618 |
155-23 |
|
0.500 |
155-18 |
|
0.382 |
155-12 |
|
LOW |
154-25 |
|
0.618 |
153-27 |
|
1.000 |
153-08 |
|
1.618 |
152-10 |
|
2.618 |
150-25 |
|
4.250 |
148-09 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-12 |
| PP |
155-15 |
155-12 |
| S1 |
155-12 |
155-11 |
|