ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
153-15 |
152-21 |
-0-26 |
-0.5% |
155-19 |
| High |
153-18 |
153-25 |
0-07 |
0.1% |
156-17 |
| Low |
152-14 |
152-18 |
0-04 |
0.1% |
153-02 |
| Close |
152-25 |
153-09 |
0-16 |
0.3% |
153-08 |
| Range |
1-04 |
1-07 |
0-03 |
8.3% |
3-15 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.1% |
0-00 |
| Volume |
268,989 |
285,012 |
16,023 |
6.0% |
1,804,078 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
156-09 |
153-30 |
|
| R3 |
155-21 |
155-02 |
153-20 |
|
| R2 |
154-14 |
154-14 |
153-16 |
|
| R1 |
153-27 |
153-27 |
153-13 |
154-04 |
| PP |
153-07 |
153-07 |
153-07 |
153-11 |
| S1 |
152-20 |
152-20 |
153-05 |
152-30 |
| S2 |
152-00 |
152-00 |
153-02 |
|
| S3 |
150-25 |
151-13 |
152-30 |
|
| S4 |
149-18 |
150-06 |
152-20 |
|
|
| 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 |
156-05 |
152-14 |
3-23 |
2.4% |
1-16 |
1.0% |
23% |
False |
False |
322,253 |
| 10 |
156-17 |
152-14 |
4-03 |
2.7% |
1-14 |
0.9% |
21% |
False |
False |
334,946 |
| 20 |
156-28 |
152-14 |
4-14 |
2.9% |
1-14 |
0.9% |
19% |
False |
False |
362,598 |
| 40 |
163-19 |
152-14 |
11-05 |
7.3% |
1-11 |
0.9% |
8% |
False |
False |
331,368 |
| 60 |
164-12 |
152-14 |
11-30 |
7.8% |
1-14 |
0.9% |
7% |
False |
False |
328,769 |
| 80 |
164-12 |
152-14 |
11-30 |
7.8% |
1-13 |
0.9% |
7% |
False |
False |
246,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-31 |
|
2.618 |
156-31 |
|
1.618 |
155-24 |
|
1.000 |
155-00 |
|
0.618 |
154-17 |
|
HIGH |
153-25 |
|
0.618 |
153-10 |
|
0.500 |
153-06 |
|
0.382 |
153-01 |
|
LOW |
152-18 |
|
0.618 |
151-26 |
|
1.000 |
151-11 |
|
1.618 |
150-19 |
|
2.618 |
149-12 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
153-08 |
| PP |
153-07 |
153-07 |
| S1 |
153-06 |
153-06 |
|