ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
152-31 |
151-15 |
-1-16 |
-1.0% |
153-14 |
| High |
153-11 |
153-07 |
-0-04 |
-0.1% |
153-30 |
| Low |
151-02 |
150-26 |
-0-08 |
-0.2% |
150-26 |
| Close |
151-21 |
152-21 |
1-00 |
0.7% |
152-21 |
| Range |
2-09 |
2-13 |
0-04 |
5.5% |
3-04 |
| ATR |
1-16 |
1-18 |
0-02 |
4.4% |
0-00 |
| Volume |
540,121 |
538,683 |
-1,438 |
-0.3% |
1,898,868 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-14 |
158-15 |
153-31 |
|
| R3 |
157-01 |
156-02 |
153-10 |
|
| R2 |
154-20 |
154-20 |
153-03 |
|
| R1 |
153-21 |
153-21 |
152-28 |
154-04 |
| PP |
152-07 |
152-07 |
152-07 |
152-15 |
| S1 |
151-08 |
151-08 |
152-14 |
151-24 |
| S2 |
149-26 |
149-26 |
152-07 |
|
| S3 |
147-13 |
148-27 |
152-00 |
|
| S4 |
145-00 |
146-14 |
151-11 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-12 |
154-12 |
|
| R3 |
158-23 |
157-08 |
153-16 |
|
| R2 |
155-19 |
155-19 |
153-07 |
|
| R1 |
154-04 |
154-04 |
152-30 |
153-10 |
| PP |
152-15 |
152-15 |
152-15 |
152-02 |
| S1 |
151-00 |
151-00 |
152-12 |
150-06 |
| S2 |
149-11 |
149-11 |
152-03 |
|
| S3 |
146-07 |
147-28 |
151-26 |
|
| S4 |
143-03 |
144-24 |
150-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-30 |
150-26 |
3-04 |
2.0% |
1-19 |
1.0% |
59% |
False |
True |
379,773 |
| 10 |
156-17 |
150-26 |
5-23 |
3.7% |
1-19 |
1.1% |
32% |
False |
True |
370,294 |
| 20 |
156-19 |
150-26 |
5-25 |
3.8% |
1-18 |
1.0% |
32% |
False |
True |
383,511 |
| 40 |
163-19 |
150-26 |
12-25 |
8.4% |
1-13 |
0.9% |
14% |
False |
True |
344,203 |
| 60 |
164-12 |
150-26 |
13-18 |
8.9% |
1-15 |
1.0% |
14% |
False |
True |
346,426 |
| 80 |
164-12 |
150-26 |
13-18 |
8.9% |
1-14 |
0.9% |
14% |
False |
True |
260,456 |
| 100 |
164-12 |
150-26 |
13-18 |
8.9% |
1-10 |
0.9% |
14% |
False |
True |
208,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-14 |
|
2.618 |
159-17 |
|
1.618 |
157-04 |
|
1.000 |
155-20 |
|
0.618 |
154-23 |
|
HIGH |
153-07 |
|
0.618 |
152-10 |
|
0.500 |
152-00 |
|
0.382 |
151-23 |
|
LOW |
150-26 |
|
0.618 |
149-10 |
|
1.000 |
148-13 |
|
1.618 |
146-29 |
|
2.618 |
144-16 |
|
4.250 |
140-19 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-14 |
152-17 |
| PP |
152-07 |
152-13 |
| S1 |
152-00 |
152-10 |
|