ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
152-24 |
151-29 |
-0-27 |
-0.6% |
153-14 |
| High |
153-15 |
152-07 |
-1-08 |
-0.8% |
153-30 |
| Low |
151-04 |
150-18 |
-0-18 |
-0.4% |
150-26 |
| Close |
151-24 |
150-24 |
-1-00 |
-0.7% |
152-21 |
| Range |
2-11 |
1-21 |
-0-22 |
-29.3% |
3-04 |
| ATR |
1-20 |
1-20 |
0-00 |
0.2% |
0-00 |
| Volume |
457,124 |
323,621 |
-133,503 |
-29.2% |
1,898,868 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-05 |
155-03 |
151-21 |
|
| R3 |
154-16 |
153-14 |
151-07 |
|
| R2 |
152-27 |
152-27 |
151-02 |
|
| R1 |
151-25 |
151-25 |
150-29 |
151-16 |
| PP |
151-06 |
151-06 |
151-06 |
151-01 |
| S1 |
150-04 |
150-04 |
150-19 |
149-26 |
| S2 |
149-17 |
149-17 |
150-14 |
|
| S3 |
147-28 |
148-15 |
150-09 |
|
| S4 |
146-07 |
146-26 |
149-27 |
|
|
| 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 |
150-18 |
3-07 |
2.1% |
1-31 |
1.3% |
6% |
False |
True |
428,912 |
| 10 |
156-17 |
150-18 |
5-31 |
4.0% |
1-24 |
1.2% |
3% |
False |
True |
378,509 |
| 20 |
156-19 |
150-18 |
6-01 |
4.0% |
1-19 |
1.1% |
3% |
False |
True |
374,185 |
| 40 |
163-19 |
150-18 |
13-01 |
8.6% |
1-14 |
1.0% |
1% |
False |
True |
347,725 |
| 60 |
164-12 |
150-18 |
13-26 |
9.2% |
1-16 |
1.0% |
1% |
False |
True |
358,108 |
| 80 |
164-12 |
150-18 |
13-26 |
9.2% |
1-15 |
1.0% |
1% |
False |
True |
270,215 |
| 100 |
164-12 |
150-18 |
13-26 |
9.2% |
1-11 |
0.9% |
1% |
False |
True |
216,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-08 |
|
2.618 |
156-18 |
|
1.618 |
154-29 |
|
1.000 |
153-28 |
|
0.618 |
153-08 |
|
HIGH |
152-07 |
|
0.618 |
151-19 |
|
0.500 |
151-12 |
|
0.382 |
151-06 |
|
LOW |
150-18 |
|
0.618 |
149-17 |
|
1.000 |
148-29 |
|
1.618 |
147-28 |
|
2.618 |
146-07 |
|
4.250 |
143-17 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
152-00 |
| PP |
151-06 |
151-19 |
| S1 |
150-31 |
151-06 |
|