ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
155-24 |
154-24 |
-1-00 |
-0.6% |
155-19 |
| High |
156-05 |
155-13 |
-0-24 |
-0.5% |
156-17 |
| Low |
154-09 |
153-02 |
-1-07 |
-0.8% |
153-02 |
| Close |
154-29 |
153-08 |
-1-21 |
-1.1% |
153-08 |
| Range |
1-28 |
2-11 |
0-15 |
25.0% |
3-15 |
| ATR |
1-15 |
1-17 |
0-02 |
4.3% |
0-00 |
| Volume |
392,186 |
399,019 |
6,833 |
1.7% |
1,804,078 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-30 |
159-14 |
154-17 |
|
| R3 |
158-19 |
157-03 |
153-29 |
|
| R2 |
156-08 |
156-08 |
153-22 |
|
| R1 |
154-24 |
154-24 |
153-15 |
154-10 |
| PP |
153-29 |
153-29 |
153-29 |
153-22 |
| S1 |
152-13 |
152-13 |
153-01 |
152-00 |
| S2 |
151-18 |
151-18 |
152-26 |
|
| S3 |
149-07 |
150-02 |
152-19 |
|
| S4 |
146-28 |
147-23 |
151-31 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
162-14 |
155-05 |
|
| R3 |
161-07 |
158-31 |
154-07 |
|
| R2 |
157-24 |
157-24 |
153-28 |
|
| R1 |
155-16 |
155-16 |
153-18 |
154-28 |
| PP |
154-09 |
154-09 |
154-09 |
153-31 |
| S1 |
152-01 |
152-01 |
152-30 |
151-14 |
| S2 |
150-26 |
150-26 |
152-20 |
|
| S3 |
147-11 |
148-18 |
152-09 |
|
| S4 |
143-28 |
145-03 |
151-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-17 |
153-02 |
3-15 |
2.3% |
1-20 |
1.1% |
5% |
False |
True |
360,815 |
| 10 |
156-19 |
153-02 |
3-17 |
2.3% |
1-18 |
1.0% |
5% |
False |
True |
364,092 |
| 20 |
156-28 |
153-02 |
3-26 |
2.5% |
1-15 |
1.0% |
5% |
False |
True |
380,573 |
| 40 |
163-19 |
153-02 |
10-17 |
6.9% |
1-12 |
0.9% |
2% |
False |
True |
332,459 |
| 60 |
164-12 |
153-02 |
11-10 |
7.4% |
1-15 |
1.0% |
2% |
False |
True |
315,313 |
| 80 |
164-12 |
153-02 |
11-10 |
7.4% |
1-13 |
0.9% |
2% |
False |
True |
236,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-12 |
|
2.618 |
161-17 |
|
1.618 |
159-06 |
|
1.000 |
157-24 |
|
0.618 |
156-27 |
|
HIGH |
155-13 |
|
0.618 |
154-16 |
|
0.500 |
154-08 |
|
0.382 |
153-31 |
|
LOW |
153-02 |
|
0.618 |
151-20 |
|
1.000 |
150-23 |
|
1.618 |
149-09 |
|
2.618 |
146-30 |
|
4.250 |
143-03 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154-08 |
154-26 |
| PP |
153-29 |
154-09 |
| S1 |
153-18 |
153-24 |
|