ECBOT 30 Year Treasury Bond Future March 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
151-29 |
150-24 |
-1-05 |
-0.8% |
153-14 |
| High |
152-07 |
151-16 |
-0-23 |
-0.5% |
153-30 |
| Low |
150-18 |
150-12 |
-0-06 |
-0.1% |
150-26 |
| Close |
150-24 |
150-27 |
0-03 |
0.1% |
152-21 |
| Range |
1-21 |
1-04 |
-0-17 |
-32.1% |
3-04 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.2% |
0-00 |
| Volume |
323,621 |
391,691 |
68,070 |
21.0% |
1,898,868 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-22 |
151-15 |
|
| R3 |
153-05 |
152-18 |
151-05 |
|
| R2 |
152-01 |
152-01 |
151-02 |
|
| R1 |
151-14 |
151-14 |
150-30 |
151-24 |
| PP |
150-29 |
150-29 |
150-29 |
151-02 |
| S1 |
150-10 |
150-10 |
150-24 |
150-20 |
| S2 |
149-25 |
149-25 |
150-20 |
|
| S3 |
148-21 |
149-06 |
150-17 |
|
| S4 |
147-17 |
148-02 |
150-07 |
|
|
| 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 |
153-15 |
150-12 |
3-03 |
2.1% |
1-31 |
1.3% |
15% |
False |
True |
450,248 |
| 10 |
156-05 |
150-12 |
5-25 |
3.8% |
1-23 |
1.1% |
8% |
False |
True |
386,250 |
| 20 |
156-19 |
150-12 |
6-07 |
4.1% |
1-19 |
1.1% |
8% |
False |
True |
370,276 |
| 40 |
162-03 |
150-12 |
11-23 |
7.8% |
1-14 |
1.0% |
4% |
False |
True |
349,496 |
| 60 |
164-12 |
150-12 |
14-00 |
9.3% |
1-16 |
1.0% |
3% |
False |
True |
363,035 |
| 80 |
164-12 |
150-12 |
14-00 |
9.3% |
1-15 |
1.0% |
3% |
False |
True |
275,111 |
| 100 |
164-12 |
150-12 |
14-00 |
9.3% |
1-11 |
0.9% |
3% |
False |
True |
220,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-09 |
|
2.618 |
154-14 |
|
1.618 |
153-10 |
|
1.000 |
152-20 |
|
0.618 |
152-06 |
|
HIGH |
151-16 |
|
0.618 |
151-02 |
|
0.500 |
150-30 |
|
0.382 |
150-26 |
|
LOW |
150-12 |
|
0.618 |
149-22 |
|
1.000 |
149-08 |
|
1.618 |
148-18 |
|
2.618 |
147-14 |
|
4.250 |
145-19 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-30 |
| PP |
150-29 |
151-18 |
| S1 |
150-28 |
151-06 |
|