ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
151-15 |
152-24 |
1-09 |
0.8% |
153-14 |
| High |
153-07 |
153-15 |
0-08 |
0.2% |
153-30 |
| Low |
150-26 |
151-04 |
0-10 |
0.2% |
150-26 |
| Close |
152-21 |
151-24 |
-0-29 |
-0.6% |
152-21 |
| Range |
2-13 |
2-11 |
-0-02 |
-2.6% |
3-04 |
| ATR |
1-18 |
1-20 |
0-02 |
3.6% |
0-00 |
| Volume |
538,683 |
457,124 |
-81,559 |
-15.1% |
1,898,868 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
157-25 |
153-01 |
|
| R3 |
156-26 |
155-14 |
152-13 |
|
| R2 |
154-15 |
154-15 |
152-06 |
|
| R1 |
153-03 |
153-03 |
151-31 |
152-20 |
| PP |
152-04 |
152-04 |
152-04 |
151-28 |
| S1 |
150-24 |
150-24 |
151-17 |
150-08 |
| S2 |
149-25 |
149-25 |
151-10 |
|
| S3 |
147-14 |
148-13 |
151-03 |
|
| S4 |
145-03 |
146-02 |
150-15 |
|
|
| 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 |
153-25 |
150-26 |
2-31 |
2.0% |
1-28 |
1.2% |
32% |
False |
False |
417,985 |
| 10 |
156-17 |
150-26 |
5-23 |
3.8% |
1-24 |
1.1% |
16% |
False |
False |
378,281 |
| 20 |
156-19 |
150-26 |
5-25 |
3.8% |
1-19 |
1.0% |
16% |
False |
False |
385,932 |
| 40 |
163-19 |
150-26 |
12-25 |
8.4% |
1-14 |
0.9% |
7% |
False |
False |
346,773 |
| 60 |
164-12 |
150-26 |
13-18 |
8.9% |
1-16 |
1.0% |
7% |
False |
False |
353,888 |
| 80 |
164-12 |
150-26 |
13-18 |
8.9% |
1-15 |
1.0% |
7% |
False |
False |
266,170 |
| 100 |
164-12 |
150-26 |
13-18 |
8.9% |
1-11 |
0.9% |
7% |
False |
False |
212,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-14 |
|
2.618 |
159-19 |
|
1.618 |
157-08 |
|
1.000 |
155-26 |
|
0.618 |
154-29 |
|
HIGH |
153-15 |
|
0.618 |
152-18 |
|
0.500 |
152-10 |
|
0.382 |
152-01 |
|
LOW |
151-04 |
|
0.618 |
149-22 |
|
1.000 |
148-25 |
|
1.618 |
147-11 |
|
2.618 |
145-00 |
|
4.250 |
141-05 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152-10 |
152-04 |
| PP |
152-04 |
152-00 |
| S1 |
151-30 |
151-28 |
|