ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
154-24 |
153-14 |
-1-10 |
-0.8% |
155-19 |
| High |
155-13 |
153-30 |
-1-15 |
-0.9% |
156-17 |
| Low |
153-02 |
153-02 |
0-00 |
0.0% |
153-02 |
| Close |
153-08 |
153-16 |
0-08 |
0.2% |
153-08 |
| Range |
2-11 |
0-28 |
-1-15 |
-62.7% |
3-15 |
| ATR |
1-17 |
1-15 |
-0-01 |
-3.0% |
0-00 |
| Volume |
399,019 |
266,063 |
-132,956 |
-33.3% |
1,804,078 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-04 |
155-22 |
153-31 |
|
| R3 |
155-08 |
154-26 |
153-24 |
|
| R2 |
154-12 |
154-12 |
153-21 |
|
| R1 |
153-30 |
153-30 |
153-19 |
154-05 |
| PP |
153-16 |
153-16 |
153-16 |
153-20 |
| S1 |
153-02 |
153-02 |
153-13 |
153-09 |
| S2 |
152-20 |
152-20 |
153-11 |
|
| S3 |
151-24 |
152-06 |
153-08 |
|
| S4 |
150-28 |
151-10 |
153-01 |
|
|
| 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% |
13% |
False |
True |
338,576 |
| 10 |
156-17 |
153-02 |
3-15 |
2.3% |
1-17 |
1.0% |
13% |
False |
True |
348,795 |
| 20 |
156-28 |
153-02 |
3-26 |
2.5% |
1-13 |
0.9% |
11% |
False |
True |
370,794 |
| 40 |
163-19 |
153-02 |
10-17 |
6.9% |
1-12 |
0.9% |
4% |
False |
True |
331,060 |
| 60 |
164-12 |
153-02 |
11-10 |
7.4% |
1-14 |
0.9% |
4% |
False |
True |
319,669 |
| 80 |
164-12 |
153-02 |
11-10 |
7.4% |
1-13 |
0.9% |
4% |
False |
True |
240,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-21 |
|
2.618 |
156-07 |
|
1.618 |
155-11 |
|
1.000 |
154-26 |
|
0.618 |
154-15 |
|
HIGH |
153-30 |
|
0.618 |
153-19 |
|
0.500 |
153-16 |
|
0.382 |
153-13 |
|
LOW |
153-02 |
|
0.618 |
152-17 |
|
1.000 |
152-06 |
|
1.618 |
151-21 |
|
2.618 |
150-25 |
|
4.250 |
149-11 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-16 |
154-20 |
| PP |
153-16 |
154-08 |
| S1 |
153-16 |
153-28 |
|